Hidden convex minimization

被引:17
作者
Li, D [1 ]
Wu, ZY
Lee, HWJ
Yang, XM
Zhang, LS
机构
[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
[2] Chongqing Normal Univ, Dept Math & Comp Sci, Chongqing 400047, Peoples R China
[3] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China
[4] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
关键词
convexification; convex optimization; global optimization; hidden convex optimization; nonconvex optimization;
D O I
10.1007/s10898-004-5697-5
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A class of nonconvex minimization problems can be classified as hidden convex minimization problems. A nonconvex minimization problem is called a hidden convex minimization problem if there exists an equivalent transformation such that the equivalent transformation of it is a convex minimization problem. Sufficient conditions that are independent of transformations are derived in this paper for identifying such a class of seemingly nonconvex minimization problems that are equivalent to convex minimization problems. Thus, a global optimality can be achieved for this class of hidden convex optimization problems by using local search methods. The results presented in this paper extend the reach of convex minimization by identifying its equivalent with a nonconvex representation.
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页码:211 / 233
页数:23
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