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.