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Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions

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  • Yi Chen
  • David Gao

Abstract

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of 4th-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based on the canonical duality–triality theory, this nonconvex problem is transformed to an equivalent dual problem, which can be solved easily under certain conditions. We proved that both global minimizer and the biggest local extrema of the primal problem can be obtained analytically from the canonical dual solutions. As two special cases, a quartic polynomial minimization and a minimax problem are discussed. Existence conditions are derived, which can be used to classify easy and relative hard instances. Applications are illustrated by several nonconvex and nonsmooth examples. Copyright Springer Science+Business Media New York 2016

Suggested Citation

  • Yi Chen & David Gao, 2016. "Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions," Journal of Global Optimization, Springer, vol. 64(3), pages 417-431, March.
    • Handle: RePEc:spr:jglopt:v:64:y:2016:i:3:p:417-431
    DOI: 10.1007/s10898-014-0244-5
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    Cited by:

    1. Jin, Zhong & Y. Gao, David, 2017. "On modeling and global solutions for d.c. optimization problems by canonical duality theory," Applied Mathematics and Computation, Elsevier, vol. 296(C), pages 168-181.

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