Global Optimization of Rational Multivariate Functions
نویسنده
چکیده
The paper deals with unconstrained global minimization of rational functions. A necessary condition is given for the function to have a nite innmum. In case the condition is satissed, the problem is shown to be equivalent to a speciic constrained polynomial optimization problem. In this paper, we solve a relaxation of the latter formulation using semi-deenite programming. In general, the relaxation will produce a lower bound of the innmum. However, under no degeneracies, it is possible to check whether the relaxation was in fact exact.
منابع مشابه
Probability, Networks and Algorithms Probability, Networks and Algorithms Global optimization of rational multivariate functions
The paper deals with unconstrained global minimization of rational functions. A necessary condition is given for the function to have a nite in mum. In case the condition is satis ed, the problem is shown to be equivalent to a speci c constrained polynomial optimization problem. In this paper, we solve a relaxation of the latter formulation using semi-de nite programming. In general, the relaxa...
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تاریخ انتشار 2001