On the Triality Theory for a Quartic Polynomial Optimization Problem

Details On the Triality Theory for a Quartic Polynomial Optimization Problem On the Triality Theory for a Quartic Polynomial Optimization Problem

2011-10-03

arxiv.org/abs/1110.0293v1

Mathematics

Optimization and Control

16 pages, 1 figure; J. Industrial and Management Optimization, 2011. arXiv admin note: substantial text overlap with arXiv:110

Scientific paper

This paper presents a detailed proof of the triality theorem for a class of fourth-order polynomial optimization problems. The method is based on linear algebra but it solves an open problem on the double-min duality left in 2003. Results show that the triality theory holds strongly in a tri-duality form if the primal problem and its canonical dual have the same dimension; otherwise, both the canonical min-max duality and the double-max duality still hold strongly, but the double-min duality holds weakly in a symmetrical form. Four numerical examples are presented to illustrate that this theory can be used to identify not only the global minimum, but also the largest local minimum and local maximum.

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