{"title":"带dc约束的dc最小化问题的全局最优性条件","authors":"A. Strekalovsky","doi":"10.23952/jano.3.2021.1.10","DOIUrl":null,"url":null,"abstract":". The paper addresses the nonconvex nonsmooth optimization problem with the cost function, and equality and inequality constraints given by d.c. functions, i.e. represented as a difference of convex functions. The original problem is reduced to a problem without constraints with the help of the exact penalization theory. After that, the penalized problem is represented as a d.c. minimization problem without constraints, for which the new mathematical tools under the form of global optimality conditions (GOCs) are developed. The GOCs reduce the nonconvex problem in question to a family of convex (linearized with respect to the basic nonconvexities) problems. In addition, the GOCs are related to some nonsmooth form of the KKT-theorem for the original problem. Besides, the GOCs possess the constructive (algorithmic) property, which, when the GOCs are broken down, implies the producing of a feasible point that is better (in the original problem) than the one in question. The effectiveness of the GOCs is demonstrated by examples.","PeriodicalId":205734,"journal":{"name":"Journal of Applied and Numerical Optimization","volume":"674 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"On global optimality conditions for D.C. minimization problems with D.C. constraints\",\"authors\":\"A. Strekalovsky\",\"doi\":\"10.23952/jano.3.2021.1.10\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". The paper addresses the nonconvex nonsmooth optimization problem with the cost function, and equality and inequality constraints given by d.c. functions, i.e. represented as a difference of convex functions. The original problem is reduced to a problem without constraints with the help of the exact penalization theory. After that, the penalized problem is represented as a d.c. minimization problem without constraints, for which the new mathematical tools under the form of global optimality conditions (GOCs) are developed. The GOCs reduce the nonconvex problem in question to a family of convex (linearized with respect to the basic nonconvexities) problems. In addition, the GOCs are related to some nonsmooth form of the KKT-theorem for the original problem. Besides, the GOCs possess the constructive (algorithmic) property, which, when the GOCs are broken down, implies the producing of a feasible point that is better (in the original problem) than the one in question. The effectiveness of the GOCs is demonstrated by examples.\",\"PeriodicalId\":205734,\"journal\":{\"name\":\"Journal of Applied and Numerical Optimization\",\"volume\":\"674 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied and Numerical Optimization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.23952/jano.3.2021.1.10\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied and Numerical Optimization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23952/jano.3.2021.1.10","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On global optimality conditions for D.C. minimization problems with D.C. constraints
. The paper addresses the nonconvex nonsmooth optimization problem with the cost function, and equality and inequality constraints given by d.c. functions, i.e. represented as a difference of convex functions. The original problem is reduced to a problem without constraints with the help of the exact penalization theory. After that, the penalized problem is represented as a d.c. minimization problem without constraints, for which the new mathematical tools under the form of global optimality conditions (GOCs) are developed. The GOCs reduce the nonconvex problem in question to a family of convex (linearized with respect to the basic nonconvexities) problems. In addition, the GOCs are related to some nonsmooth form of the KKT-theorem for the original problem. Besides, the GOCs possess the constructive (algorithmic) property, which, when the GOCs are broken down, implies the producing of a feasible point that is better (in the original problem) than the one in question. The effectiveness of the GOCs is demonstrated by examples.