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arXiv · 1607.04748

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

Zhong Jin·David Y Gao
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Abstract

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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Zhong Jin, David Y Gao. 2016-07-16. Canonical dual method for mixed integer fourth-order polynomial minimization problems with fixed cost terms. https://arxiv.org/abs/1607.04748

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