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: Dan Wu, Youlin Shang
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2011/478608
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author Dan Wu
Youlin Shang
author_facet Dan Wu
Youlin Shang
author_sort Dan Wu
collection DOAJ
description 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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institution Kabale University
issn 1110-757X
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publishDate 2011-01-01
publisher Wiley
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series Journal of Applied Mathematics
spelling doaj-art-8006bc362e8c402496435ba3379be9502025-02-03T05:54:29ZengWileyJournal of Applied Mathematics1110-757X1687-00422011-01-01201110.1155/2011/478608478608Complete Solutions to General Box-Constrained Global Optimization ProblemsDan Wu0Youlin Shang1Department of Mathematics, Henan University of Science and Technology, Luoyang 471003, ChinaDepartment of Mathematics, Henan University of Science and Technology, Luoyang 471003, ChinaThis 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.http://dx.doi.org/10.1155/2011/478608
spellingShingle Dan Wu
Youlin Shang
Complete Solutions to General Box-Constrained Global Optimization Problems
Journal of Applied Mathematics
title Complete Solutions to General Box-Constrained Global Optimization Problems
title_full Complete Solutions to General Box-Constrained Global Optimization Problems
title_fullStr Complete Solutions to General Box-Constrained Global Optimization Problems
title_full_unstemmed Complete Solutions to General Box-Constrained Global Optimization Problems
title_short Complete Solutions to General Box-Constrained Global Optimization Problems
title_sort complete solutions to general box constrained global optimization problems
url http://dx.doi.org/10.1155/2011/478608
work_keys_str_mv AT danwu completesolutionstogeneralboxconstrainedglobaloptimizationproblems
AT youlinshang completesolutionstogeneralboxconstrainedglobaloptimizationproblems