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Global Optimization via Slack Variables

Isaac Siwale (ike_siwale***at***hotmail.com)

Abstract: This paper presents a method for finding global optima to constrained nonlinear programs via slack variables. The method only applies if all functions involved are of class C1 but without any further qualification on the types of constraints allowed; it proceeds by reformulating the given program into a bi-objective program that is then solved for the Nash equilibrium. A numerical example is included to illustrate its efficacy.

Keywords: Global Optimization, Nonlinear Programming, Slack variables, Multi-objective programming, Nash Equilibrium

Category 1: Global Optimization

Category 2: Nonlinear Optimization

Category 3: Other Topics (Multi-Criteria Optimization )

Citation: Siwale, I. (2014). Global optimization via slack variables. Technical Report No. RD-16-2013, London: Apex Research Ltd

Download: [PDF]

Entry Submitted: 08/01/2014
Entry Accepted: 08/04/2014
Entry Last Modified: 03/05/2015

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