Abstract

Abstract The paper addresses the nonconvex nonsmooth optimization problem with the cost function and equality and inequality constraints given by d.c. 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. On the base of the developed theory we propose new numerical methods for local and global search.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.