Complete Solutions to General Box-Constrained Global Optimization Problems
This paper presents a global optimization method for solving general nonlinear programming problems subjected to box constraints. Regardless of convexity or nonconvexity, by introducing a differential flow on the dual feasible space, a set of complete solutions to the original problem is obtained, a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2011/478608 |
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| Summary: | This paper presents a global optimization method for solving general nonlinear programming
problems subjected to box constraints. Regardless of convexity or nonconvexity, by introducing a
differential flow on the dual feasible space, a set of complete solutions to the original problem is obtained,
and criteria for global optimality and existence of solutions are given. Our theorems improve and
generalize recent known results in the canonical duality theory. Applications to a class of constrained
optimal control problems are discussed. Particularly, an analytical form of the optimal control is
expressed. Some examples are included to illustrate this new approach. |
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| ISSN: | 1110-757X 1687-0042 |