Global Optimality Conditions in Nonconvex Optimization

Alexander S. Strekalovsky ()
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Alexander S. Strekalovsky: Matrosov Institute for System Dynamics and Control Theory SB RAS

Journal of Optimization Theory and Applications, 2017, vol. 173, issue 3, No 4, 770-792

Abstract: Abstract In this paper, we address the nonconvex optimization problem, with the goal function and the inequality constraints given by the functions represented by the difference of convex functions. The effectiveness of the classical Lagrange function and the max-merit function is being investigated as the merit functions of the original problem. In addition to the classical apparatus of optimization theory, we apply the new global optimality conditions for the auxiliary problems related to the Lagrange and max-merit functions.

Keywords: D.c. functions; Inequality constraints; Global optimality conditions; Lagrange function; Saddle point; Linearized problem; 90C26 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-016-0998-7

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