2016/07/16 by Zhong Jin, Jin, Zhong, David Yang Gao +2
Computer Science · Mathematics · #49N #90C #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Optimization and Variational Analysis #math.OC #msc:49N #msc:90C
paper · pdf · doi:10.48550/arxiv.1607.04748
15 pages, 7 tables
arxiv created 2016/07/16 · openalex publication_date 2016/07/16 · arxiv updated 2016/07/19 · openalex created_date 2016/08/23 · openalex updated_date 2026/07/28
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.