Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem

David Gao () and Ning Ruan ()

Mathematical Methods of Operations Research, 2008, vol. 67, issue 3, 479-491

Abstract: This paper presents a set of complete solutions and optimality conditions for a nonconvex quadratic-exponential optimization problem. By using the canonical duality theory developed by the first author, the nonconvex primal problem in n-dimensional space can be converted into an one-dimensional canonical dual problem with zero duality gap, which can be solved easily to obtain all dual solutions. Each dual solution leads to a primal solution. Both global and local extremality conditions of these primal solutions can be identified by the triality theory associated with the canonical duality theory. Several examples are illustrated. Copyright Springer-Verlag 2008

Keywords: Duality theory; Nonconvex programming; Global optimization; Quadratic-exponential function; Nonlinear algebraic equation; Triality (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00186-007-0204-7

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