- Title
- Canonical duality for solving general nonconvex constrained problems
- Creator
- Latorre, Vittorio; Gao, David
- Date
- 2016
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/154463
- Identifier
- vital:11144
- Identifier
-
https://doi.org/10.1007/s11590-015-0860-0
- Identifier
- ISSN:1862-4472
- 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. Some fundamental concepts such as the objectivity and Lagrangian in nonlinear programming are addressed.
- Publisher
- Springer
- Relation
- Optimization Letters Vol. 10, no. 8 (2016), p. 1763-1779
- Rights
- Copyright © Springer-Verlag Berlin Heidelberg 2015
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Global optimization; Nonlinear constrained programming; Augmented Lagrangian
- Full Text
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