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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 3, Pages 435–447 (Mi zvmmf685)

This article is cited 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.

UDC: 519.658.4

Received: 14.09.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:3, 418–429

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