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| 摘要: |
| 本文研究了一类非凸最优化问题的凸化方法与最优性条件的问题. 利用构造含有参数的函数变换方法, 将具有次正定性质的目标函数凸化, 并获得了这一类非凸优化问题全局最优解的充要条件, 推广了凸化方法在求解全局最优化问题方面的应用. |
| 关键词: 全局优化 次正定函数 凸化 充要条件 |
| DOI： |
| 分类号:O221.2 |
| 基金项目:山东省优秀中青年科学家科研奖励基金资助(BS2013SF014). |
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| CONVEXIFICATION APPROACHES FOR A CLASS OF CONTINUOUS GLOBAL OPTIMIZATION PROBLEM |
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LI Bo,DU Jie,WAN Li-juan
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| Abstract: |
| In this paper, we develop convexification approaches and optimization criteria for a general class of nonconvex optimization problem. By using the method of function trans-formations with parameter, a class of novel convexification schems is presented for solving global optimization problem with positive sub-definite objective function. The general class of nonconvex programming discussed in the paper can be solved to global optimality, which extends applications of convexification schems in solving global optimization problems. |
| Key words: global optimization positive sub-definite function convexification necessary and sufficient condition |
