Duality in Fractional Programming Involving Locally Arcwise Connected and Related Functions

A nonlinear fractional programming problem is considered, where the functions involved are diferentiable with respect to an arc.Necessary and su±cient optimality conditions are obtained in terms of the right diferentials with respect to an arc of the functions. A dual is formulated and duality results are proved using concepts of locally arcwise connected, locally Q-connected and locally P-connected functions .Our results generalize the results obtained by Lyall, Suneja and Aggarwal, Kaul and Lyall and Kaul et.al.Generalized convexity; Fractional programming; Optimality conditions, Duality

Optimality and duality for a class of nonsmooth fractional multiobjective optimization problems (Nonlinear Analysis and Convex Analysis)

In this paper, we establish necessary optimality conditions for (weakly) efficient solutions of a nonsmooth fractional multiobjective optimization problem with inequality and equality constraints by employing some advanced tools of variational analysis and generalized differentiation. Sufficient optimality conditions for such solutions to the considered problem are also provided by means of introducing (strictly) convex-affine functions. Along with optimality conditions, we formulate a dual problem to the primal one and explore weak, strong and converse duality relations between them under assumptions of (strictly) convex-affine functions

Global optimality conditions and optimization methods for polynomial programming problems and their applications

The polynomial programming problem which has a polynomial objective function, either with no constraints or with polynomial constraints occurs frequently in engineering design, investment science, control theory, network distribution, signal processing and locationallocation contexts. Moreover, the polynomial programming problem is known to be Nondeterministic Polynomial-time hard (NP-hard). The polynomial programming problem has attracted a lot of attention, including quadratic, cubic, homogenous or normal quartic programming problems as special cases. Existing methods for solving polynomial programming problems include algebraic methods and various convex relaxation methods. Especially, among these methods, semidefinite programming (SDP) and sum of squares (SOS) relaxations are very popular. Theoretically, SDP and SOS relaxation methods are very powerful and successful in solving the general polynomial programming problem with a compact feasible region. However, the solvability in practice depends on the size or the degree of the polynomial programming problem and the required accuracy. Hence, solving large scale SDP problems still remains a computational challenge. It is well-known that traditional local optimization methods are designed based on necessary local optimality conditions, i.e., Karush-Kuhn-Tucker (KKT) conditions. Motivated by this, some researchers proposed a necessary global optimality condition for a quadratic programming problem and designed a new local optimization method according to the necessary global optimality condition. In this thesis, we try to apply this idea to cubic and quatic programming problems, and further to general unconstrained and constrained polynomial programming problems. For these polynomial programming problems, we will investigate necessary global optimality conditions and design new local optimization methods according to these conditions. These necessary global optimality conditions are generally stronger than KKT conditions. Hence, the obtained new local minimizers by using the new local optimization methods may improve some KKT points. Our ultimate aim is to design global optimization methods for these polynomial programming problems. We notice that the filled function method is one of the well-known and practical auxiliary function methods used to achieve a global minimizer. In this thesis, we design global optimization methods by combining the new proposed local optimization methods and some auxiliary functions. The numerical examples illustrate the efficiency and stability of the optimization methods. Finally, we discuss some applications for solving some sensor network localization problems and systems of polynomial equations. It is worth mentioning that we apply the idea and the results for polynomial programming problems to nonlinear programming problems (NLP). We provide an optimality condition and design new local optimization methods according to the optimality condition and design global optimization methods for the problem (NLP) by combining the new local optimization methods and an auxiliary function. In order to test the performance of the global optimization methods, we compare them with two other heuristic methods. The results demonstrate our methods outperform the two other algorithms.Doctor of Philosoph