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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 3, Pages 435–447
(Mi zvmmf685)
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This article is cited in 5 scientific papers (total in 5 papers)
Minimizing sequences in problems with d.c. constraints
A. S. Strekalovskii Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences
Abstract:
Nonconvex optimization problems with a single inequality constraint given by the difference of two convex functions (i.e., by a d.c. function) are considered. Such problems may have many local solutions and stationary points that are far (in terms of, say, the value of the objective function) from a global solution. Necessary and sufficient conditions are proved for minimizing sequences in these problems. A global search strategy is proposed that is based on these conditions and uses classical methods of optimization. Its global convergence is proved.
Key words:
minimizing sequences, difference of two convex functions, optimality conditions.
Received: 14.09.2004
Citation:
A. S. Strekalovskii, “Minimizing sequences in problems with d.c. constraints”, Zh. Vychisl. Mat. Mat. Fiz., 45:3 (2005), 435–447; Comput. Math. Math. Phys., 45:3 (2005), 418–429
Linking options:
https://www.mathnet.ru/eng/zvmmf685 https://www.mathnet.ru/eng/zvmmf/v45/i3/p435
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Abstract page: | 434 | Full-text PDF : | 137 | References: | 69 | First page: | 1 |
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