Canonical duality for solving general nonconvex constrained problems
Optimization and Control
2013-10-09 v1
Abstract
This paper presents a canonical duality theory for solving a general nonconvex constrained optimization problem within a unified framework to cover Lagrange multiplier method and KKT theory. It is proved that if both target function and constraints possess certain patterns necessary for modeling real systems, a perfect dual problem (without duality gap)can be obtained in a unified form with global optimality conditions provided. While the popular augmented Lagrangian method may produce more difficult nonconvex problems due to the nonlinearity of constraints.
Cite
@article{arxiv.1310.2014,
title = {Canonical duality for solving general nonconvex constrained problems},
author = {Vittorio Latorre and David Y. Gao},
journal= {arXiv preprint arXiv:1310.2014},
year = {2013}
}
Comments
14 pages, 3 figures