Jiapu Zhang. A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization
Submitted on: Jul 28, 2012, 20:07:31
Natural Sciences / Mathematics / Computation
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 full-text article has been published in the "IntellectualArchive" journal , Vol.1, Num.3, July 2012, ISSN 1929-4700.
The Library of Congress (USA) reference page : http://lccn.loc.gov/cn2013300046.
To read the article posted on Intellectual Archive web site please click the link below.
A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization.pdf