ZERO DUALITY GAP FOR A CLASS OF NONCONVEX OPTIMIZATION PROBLEMS

被引：79

作者：

LI, D

机构：

[1] Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Shatin, New Territories

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1995年 / 85卷 / 02期

关键词：

NONCONVEX OPTIMIZATION; NONLINEAR PROGRAMMING; SADDLE POINTS; DUALITY; PRIMAL-DUAL METHODS;

D O I：

10.1007/BF02192229

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：

By an equivalent transformation using the pth power of the objective function and the constraint, a saddle point can be generated for a general class of nonconvex optimization problems. Zero duality gap is thus guaranteed when the primal-dual method is applied to the constructed equivalent form.

引用

页码：309 / 324

页数：16

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