Jiapu Zhang. A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization
Submitted on: May 29, 2012, 19:43:02
Natural Sciences / Mathematics / Numerical analysis
Description: Numerical global optimization methods are often very time consuming and could not be applied for high-dimensional nonconvex/nonsmooth optimization problems. Due to the nonconvexity/nonsmoothness, directly solving the primal problems sometimes is very difficult. This paper presents a very simple but very effective canonical duality theory (CDT) unified global optimization algorithm. This algorithm has convergence is proved in this paper. More important, for this CDT-unified algorithm, numerous numerical computational results show that it is very powerful not only for solving low-dimensional but also for solving high-dimensional nonconvex/nonsmooth optimization problems, and the global optimal solutions can be easily and elegantly got with zero dual gap.
The abstract of this article has been published in the "Intellectual Archive Bulletin" , May 2012, ISSN 1929-1329.
The Library and Archives Canada reference page: collectionscanada.gc.ca/ourl/res.php?url_ver=Z39.88......
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1105.2270v5 A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization.pdf