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Global optimization over a box via canonical dual function

Authors:	Jinghao Zhu Chao WangDavid Gao

Institution:	^a Department of Applied Mathematics, Tongji University, Shanghai 200092, China ^b Department of Mathematics, Tongji University, Shanghai, China ^c Department of Mathematics, Virginia Tech, Blacksburg, VA, USA

Abstract:	In this paper, we study global concave optimization by the canonical dual function. A differential flow on the dual feasible space is introduced. We show that the flow reaches a global minimizer of the concave function over a box. An example is illustrated.

Keywords:	Global optimization Canonical dual function Concave function
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