Canonical dual method for mixed integer fourth-order polynomial minimization problems with fixed cost terms
Optimization and Control
2016-07-19 v1
Abstract
We study a canonical duality method to solve a mixed-integer nonconvex fourth-order polynomial minimization problem with fixed cost terms. This constrained nonconvex problem can be transformed into a continuous concave maximization dual problem without duality gap. The global optimality conditions are proposed and the existence and uniqueness criteria are discussed. Application to a decoupled mixed-integer problem is illustrated and analytic solution for a global minimum is obtained under some suitable conditions. Several examples are given to show the method is effective.
Cite
@article{arxiv.1607.04748,
title = {Canonical dual method for mixed integer fourth-order polynomial minimization problems with fixed cost terms},
author = {Zhong Jin and David Y Gao},
journal= {arXiv preprint arXiv:1607.04748},
year = {2016}
}
Comments
15 pages, 7 tables