A new approach to nonconvex optimization

Authors

  • A.S. Strekalovsky Matrosov Institute for System Dynamics and Control Theory of SB RAS (IDSTU SB RAS) https://orcid.org/0000-0002-4664-6961
  • A.V. Orlov Matrosov Institute for System Dynamics and Control Theory of SB RAS (IDSTU SB RAS)

Keywords:

невыпуклая оптимизация, условия глобальной оптимальности, локальный поиск, глобальный поиск, вычислительный эксперимент

Abstract

In this paper we propose a new approach based on global optimality conditions for solving continuous nonconvex optimization problems. We present in detail a technique for finding a solution to the following three problems: the problem of polyhedral separability, the problem of solving a system of nonlinear equations, and the problem of finding the Nash equilibrium point in bimatrix games by means of the variational approach using the global search methodology. This work was supported by the Russian Foundation for Basic Research (project No. 05-01-00110) and by the grant of President of Russia (No. MK-6580.2006.1).

Author Biographies

A.S. Strekalovsky

Matrosov Institute for System Dynamics and Control Theory of SB RAS (IDSTU SB RAS)

A.V. Orlov

Matrosov Institute for System Dynamics and Control Theory of SB RAS (IDSTU SB RAS)

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Published

02-05-2007

How to Cite

Стрекаловский А., Орлов А. A New Approach to Nonconvex Optimization // Numerical Methods and Programming (Vychislitel’nye Metody i Programmirovanie). 2007. 8. 160-176

Issue

Vol. 8 (2007): Issue 2.

Section

Section 1. Numerical methods and applications