Canonical Primal-Dual Method for Solving Non-convex Minimization Problems
نویسندگان
چکیده
A new primal-dual algorithm is presented for solving a class of non-convex minimization problems. This algorithm is based on canonical duality theory such that the original non-convex minimization problem is first reformulated as a convex-concave saddle point optimization problem, which is then solved by a quadratically perturbed primal-dual method. Numerical examples are illustrated. Comparing with the existing results, the proposed algorithm can achieve better performance. Subject Class: 49N15, 49M37, 90C26, 90C20
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عنوان ژورنال:
- CoRR
دوره abs/1212.6492 شماره
صفحات -
تاریخ انتشار 2012