New theory to find the global optimum for nonconvex optimization problems
DOI:
https://doi.org/10.51094/jxiv.159Keywords:
nonconvex optimization, global optimum, probability-one homotopy method, minimax theorem, fixed point theoremAbstract
This paper proposes a new theory for calculating the global optimum of
nonconvex optimization problem.
Key idea used in this paper is a combination of probability-one homotopy method and von Neumann's minimax theorem.
Brouwer's fixed point theorem is used for the connection of these two theories.
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Submitted: 2022-09-07 01:53:52 UTC
Published: 2022-09-12 01:10:12 UTC
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Hisao Katoh
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