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.
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