Global optimal solutions to a class of quadrinomial minimization problems with one quadratic constraint

This paper studies the canonical duality theory for solving a class of quadrinomial minimization problems subject to one general quadratic constraint. It is shown that the nonconvex primal problem in can be converted into a concave maximization dual problem over a convex set in , such that the probl...

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Veröffentlicht in:Journal of global optimization 2012-02, Vol.52 (2), p.195-209
Hauptverfasser: Yuan, Y.-B, Fang, S.-C., Gao, D. Y.
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper studies the canonical duality theory for solving a class of quadrinomial minimization problems subject to one general quadratic constraint. It is shown that the nonconvex primal problem in can be converted into a concave maximization dual problem over a convex set in , such that the problem can be solved more efficiently. The existence and uniqueness theorems of global minimizers are provided using the triality theory. Examples are given to illustrate the results obtained.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-011-9658-5