A new necessary and sufficient global optimality condition for canonical DC problems

Qinghua Zhang ()

Journal of Global Optimization, 2013, vol. 55, issue 3, 559-577

Abstract: The paper proposes a new necessary and sufficient global optimality condition for canonical DC optimization problems. We analyze the rationale behind Tuy’s standard global optimality condition for canonical DC problems, which relies on the so-called regularity condition and thus can not deal with the widely existing non-regular instances. Then we show how to modify and generalize the standard condition to a new one that does not need regularity assumption, and prove that this new condition is equivalent to other known global optimality conditions. Finally, we show that the cutting plane method, when associated with the new optimality condition, could solve the non-regular canonical DC problems, which significantly enlarges the application of existing cutting plane (outer approximation) algorithms. Copyright Springer Science+Business Media, LLC. 2013

Keywords: Global optimization; DC programming; Global optimality condition; Cutting plane algorithms (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10898-012-9908-1

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