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 Library of Congress (USA) reference page : http://lccn.loc.gov/cn2013300046.
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1105.2270v5 A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization.pdf