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arXiv 1607.04748math.OC
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带固定费用项的混合整数四阶多项式极小化问题的典范对偶方法

Canonical dual method for mixed integer fourth-order polynomial minimization problems with fixed cost terms

Zhong Jin, David Y Gao

摘要:

研究了求解一类带固定费用项的混合整数非凸四阶多项式极小化问题的正则对偶方法。这个约束非凸问题可以转化为一个连续的凹极大化对偶问题,而不需要对偶间隙。给出了全局最优性条件,并讨论了存在唯一性准则.最后给出了一个解耦混合整数问题的应用,并在适当的条件下得到了全局极小值的分析解。算例表明了该方法的有效性。

英文摘要:

We study a canonical duality method to solve a mixed-integer nonconvex fourth-order polynomial minimization problem with fixed cost terms. This constrained nonconvex problem can be transformed into a continuous concave maximization dual problem without duality gap. The global optimality conditions are proposed and the existence and uniqueness criteria are discussed. Application to a decoupled mixed-integer problem is illustrated and analytic solution for a global minimum is obtained under some suitable conditions. Several examples are given to show the method is effective.

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