Finding the global minimum of the general quadratic problems during deterministic global optimization in Cyber-Physical Systems
Date
2019-02-26
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Lviv Politechnic Publishing House
Abstract
Cyber-Physical Systems (CPS) are integrations
of computation and physical processes. We consider
effective computations for designing difficult systems. In
this paper, we propose new method of exact quadratic
regularization for deterministic global optimization (EQR).
This method can be used for the solution of a wide class of
multiextreme problems, in particular, general quadratic
problems. These problems will be transformed to
maximization of norm a vector on convex set. The convex
set is approximated by a polyhedron or intersection of
balls. We offer the modified dual problem for maximization
of norm a vector on intersection of balls. It allows to receive
the solution of a primal problem. We use only local search
(primal-dual interior point method) and a dichotomy
method for search of a global extremum in the general quadratic problems.
Description
Keywords
global optimization, exact quadratic regularization, general quadratic problems, intersection of balls, modified dual theory, test problems
Citation
Kosolap A. Finding the global minimum of the general quadratic problems during deterministic global optimization in Cyber-Physical Systems / Anatolii Kosolap // Advances in Cyber-Physical Systems : scientific journal. — Львів : Lviv Politechnic Publishing House, 2019. — Vol 4. — No 1. — P. 31–35.