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Global optimality conditions and exact penalization

Авторы: Strekalovsky A.S.

Журнал: Optimization Letters

Том: 13

Номер: 3

Год: 2019

Отчётный год: 2018

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Аннотация: This paper addresses the nonconvex optimization problem with the cost function and the inequality constraints given by d.c. functions. The original problem is reduced to a problem without inequality constraints by means of the exact penalization techniques. Furthermore, the penalized problem is presented as a d.c. minimization problem. For the latter problem we develop the global optimality conditions (GOCs) which reduce the nonconvex optimization problem to a family of convex (linearized with respect to the basic nonconvexity) problems. In addition,the GOCs are related to the KKT theorem for the original problem. Besides, the GOCs possess the so-called constructive (algorithmic) property which, if the GOCs are violated, implies the construction of a feasible point that is better (in the sense of the original problem) than the one in question. The effectiveness of the GOCs is demonstrated by examples.

Индексируется WOS: 1

Индексируется Scopus: 1

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