Hidden convex minimization

Duan Li, Zhi You Wu, Heung Wing Joseph Lee, Xin Min Yang, Lian Sheng Zhang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

12 Citations (Scopus)

Abstract

A class of nonconvex minimization problems can be classified as hidden convex minimization problems. A nonconvex minimization problem is called a hidden convex minimization problem if there exists an equivalent transformation such that the equivalent transformation of it is a convex minimization problem. Sufficient conditions that are independent of transformations are derived in this paper for identifying such a class of seemingly nonconvex minimization problems that are equivalent to convex minimization problems. Thus a global optimality can be achieved for this class of hidden convex optimization problems by using local search methods. The results presented in this paper extend the reach of convex minimization by identifying its equivalent with a nonconvex representation.
Original languageEnglish
Pages (from-to)211-233
Number of pages23
JournalJournal of Global Optimization
Volume31
Issue number2
DOIs
Publication statusPublished - 1 Feb 2005

Keywords

  • Convex optimization
  • Convexification
  • Global optimization
  • Hidden convex optimization
  • Nonconvex optimization

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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