运筹学学报 >
2015 , Vol. 19 >Issue 2: 15 - 28
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.02.002
线性约束三次规划问题的全局最优性必要条件和最优化算法
收稿日期: 2014-05-28
网络出版日期: 2015-06-15
基金资助
国家自然科学基金(No. NSFC11471062), 重庆市自然科学基金(Nos. cstc2013jjB00001, cstc2011jjA00010)
Necessary global optimality conditions and optimization methods for cubic polynomial optimization problems with linear constraints
Received date: 2014-05-28
Online published: 2015-06-15
叶敏, 吴至友, 张亮 . 线性约束三次规划问题的全局最优性必要条件和最优化算法[J]. 运筹学学报, 2015 , 19(2) : 15 -28 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.02.002
In this paper, the global optimality conditions and optimization methods for cubic polynomial optimization problems with linear inequality constraints are considered. Firstly, we propose a necessary global optimality condition for cubic polynomial optimization problems with linear inequality constraints. Then, a new local optimization method (or called strongly local optimization methods) is presented by using its necessary global optimality conditions. A global optimization method is proposed for cubic polynomial optimization problems with linear inequality constraints by combining the new local optimization methods together with some auxiliary functions. Finally, some numerical examples are given to illustrate that these approaches are efficient.
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