Nonconvex Semi-Linear Problems and Canonical Duality Solutions

Abstract

This paper presents a brief review and some new developments on the canonical duality theory with applications to a class of variational problems in nonconvex mechanics and global optimization. These noncon-vex problems are directly related to a large class of semi-linear partial differential equations in mathematical physics including phase transitions, post-buckling of large deformed beam model, chaotic dynamics, nonlinear field theory, and superconductivity. Numerical discretizations of these equations lead to a class of very difficult global minimization problems in finite dimensional space. It is shown that by the use of the canonical dual transformation, these nonconvex constrained primal problems can be converted into certain very simple canonical dual problems. The criticality condition leads to dual algebraic equations which can be solved completely. Therefore, a complete set of solutions to these very difficult primal problems can be obtained. The extremality of these solutions are controlled by the so-called triality theory. Several examples are illustrated including the nonconvex constrained quadratic programming. Results show that these very difficult primal problems can be converted into certain simple canonical (either convex or concave) dual problems, which can be solved completely. Also some very interesting new phenomena, i.e. trio-chaos and meta-chaos, are discovered in post-buckling of nonconvex systems. The author believes that these important phenomena exist in many nonconvex dynamical systems and deserve to have a detailed study.Keywordsdualitytrialityglobal optimizationnonconvex variationscanonical dual transformationnonconvex mechanicscritical point theorysemi-linear equationsNP-hard problemsquadratic programming