Abstract
This paper addresses the general optimization problem (\(\mathcal P\)) with equality and inequality constraints and the cost function given by d.c. functions. We reduce the problem to a penalized problem (\(\mathcal P_{\sigma }\)) without constraints with the help of the Exact Penalization Theory. Further, we show that the reduced problem is also a d.c. minimization problem. This property allows us to prove the Global Optimality Conditions (GOCs), which reduce the study of the penalized problem to an investigation of a family of linearized (convex) problems tractable with the help of standard convex optimization methods and software.
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