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arxiv: 1310.2014 · v1 · pith:VBVL3NMHnew · submitted 2013-10-08 · 🧮 math.OC

Canonical duality for solving general nonconvex constrained problems

classification 🧮 math.OC
keywords dualitynonconvexcanonicalconstrainedconstraintsgeneralmethodproblem
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This paper presents a canonical duality theory for solving a general nonconvex constrained optimization problem within a unified framework to cover Lagrange multiplier method and KKT theory. It is proved that if both target function and constraints possess certain patterns necessary for modeling real systems, a perfect dual problem (without duality gap)can be obtained in a unified form with global optimality conditions provided. While the popular augmented Lagrangian method may produce more difficult nonconvex problems due to the nonlinearity of constraints.

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