Global Optimal Solutions to a Class of Non-convez Quadratic Minimization Problems with Quadratic Constraints

摘要：

This paper presents an application of the canonical duality theory for solving non-convex quadratic minimization problems with nonconvex quadratic constraints, we shown that by using the canonical dual transformation, the nonconvex primal probleM (which are usually considered to be NP-hard) can be converted into a concave maximization dual probleM over a convex set, which can be solved by deterministic methods. Existence and uniqueness criteria are presented, global minimizer is identified by the triality theory. Several examples are illustrated.

关键词： Canonical duality Global optimization Quadratic programing

作者: Yubo Yuan Shu-Cherng Fang David-Yang Gao

作者单位: Institute of Metrology and Computational Science, China Jiliang University,Hangzhou 310018, P.R. Chi Department of Industrial and Systems Engineering, North Carolina State University, Raleigh,NC,27695, Department of Mathematics, Virginia Tech,Blacksburg, VA, 24061, USA

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 496-501

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）