A global Optimization Approach to Non-Convex Problems

Abstract

Abstract-In this paper, a novel approach to find the global optimal solution of the special non-convex problems is proposed. The non-convex objective function is first decomposed into two convex sub-functions. Then a generalized gradient is introduced to determine a search direction and the evolution equation is built to obtain a global minimum point. By the approach, we can prevent the search process from some local minima and search a global minimum point. Two numerical examples are given to prove the approach to be effective.