Solving Nonlinear Optimization Problems of Real Functions in Complex Variables by Complex-Valued Iterative Methods

IEEE Trans Cybern. 2018 Jan;48(1):277-287. doi: 10.1109/TCYB.2016.2632159. Epub 2016 Dec 28.

Abstract

Much research has been devoted to complex-variable optimization problems due to their engineering applications. However, the complex-valued optimization method for solving complex-variable optimization problems is still an active research area. This paper proposes two efficient complex-valued optimization methods for solving constrained nonlinear optimization problems of real functions in complex variables, respectively. One solves the complex-valued nonlinear programming problem with linear equality constraints. Another solves the complex-valued nonlinear programming problem with both linear equality constraints and an -norm constraint. Theoretically, we prove the global convergence of the proposed two complex-valued optimization algorithms under mild conditions. The proposed two algorithms can solve the complex-valued optimization problem completely in the complex domain and significantly extend existing complex-valued optimization algorithms. Numerical results further show that the proposed two algorithms have a faster speed than several conventional real-valued optimization algorithms.