Application of Canonical Duality Theory to Global Optimization with Polynomials

Abstract:

A class of global optimization problem with polynomial is investigated with canonical duality theory.The unconstrained polynomial optimization problem is transformed into box constrained global optimization.The canonical dual function is defied for a solution to the original global optimization with polynomial problem by solving the dual problem.In addition,the dual problem proves to be a concave optimization.Finally,an example about binary six-order polynomial global optimization is illustrated.

Key words:Canonical duality theory; global optimization; high-order multivariate polynomials