Global Optimization for the Sum of Certain Nonlinear Functions

Abstract

We extend work by Pei-Ping and Gui-Xia, 2007, to a global optimization problem for more general functions. Pei-Ping and Gui-Xia treat the optimization problem for the linear sum of polynomial fractional functions, using a branch and bound approach. We prove that this extension makes possible to solve the following nonconvex optimization problems which Pei-Ping and Gui-Xia, 2007, cannot solve, that the sum of the positive (or negative) first and second derivatives function with the variable defined by sum of polynomial fractional function by using branch and bound algorithm.