求解Rosenbrock函数极小化问题的对偶理论
最优化与控制
2014-01-23 v2
摘要
本文提出了一种用于求解Rosenbrock函数非凸极小化问题的对偶理论。大量的数值结果表明，该基准测试问题可以被精确且高效地求解，以获得全局最优解。
引用
@article{arxiv.1108.1241,
title = {Canonical Duality Theory for Solving Minimization Problem of Rosenbrock Function},
author = {David Y. Gao and Jiapu Zhang},
journal= {arXiv preprint arXiv:1108.1241},
year = {2014}
}
备注
This paper was finished in 2010 and was spent a lot of time to revise it in many versions in 2011. Could you please cite this paper as "Intellectual Archive Journal (July 2012) Volume 1 Number 3, pages 144-156"