Global optimality conditions and optimization methods for polynomial programming problems

Z. Wu (), J. Tian () and J. Ugon ()

Journal of Global Optimization, 2015, vol. 62, issue 4, 617-641

Abstract: This paper is concerned with the general polynomial programming problem with box constraints, including global optimality conditions and optimization methods. First, a necessary global optimality condition for a general polynomial programming problem with box constraints is given. Then we design a local optimization method by using the necessary global optimality condition to obtain some strongly or $$\varepsilon $$ ε -strongly local minimizers which substantially improve some KKT points. Finally, a global optimization method, by combining the new local optimization method and an auxiliary function, is designed. Numerical examples show that our methods are efficient and stable. Copyright Springer Science+Business Media New York 2015

Keywords: Polynomial programming problem; Necessary global optimality condition; Linear transformation; Local optimization method; Global optimization method (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10898-015-0292-5

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