Characterizing global optimality for DC optimization problems under convex inequality constraints
نویسندگان
چکیده
Characterizations of global optimality are given for general difference convex (DC) optimization problems involving convex inequality constraints. These results are obtained in terms of E-subdifferentials of the objective and constraint functions and do not require any regularity condition. An extension of Farkas’ lemma is obtained for inequality systems involving convex functions and is used to establish necessary and sufficient optimality conditions. As applications, optimality conditions are also given for weakly convex programming problems, convex maximization problems and for fractional programming problems.
منابع مشابه
Duality and optimality conditions for generalized equilibrium problems involving DC functions
We consider a generalized equilibrium problem involving DC functions which is called (GEP). For this problem we establish two new dual formulations based on Toland-Fenchel-Lagrange duality for DC programming problems. The first one allows us to obtain a unified dual analysis for many interesting problems. So, this dual coincides with the dual problem proposed by Martinez-Legaz and Sosa in [23] ...
متن کاملGlobal Optimality Conditions in Maximizing a Convex Quadratic Function under Convex Quadratic Constraints
For the problem of maximizing a convex quadratic function under convex quadratic constraints, we derive conditions characterizing a globally optimal solution. The method consists in exploiting the global optimality conditions, expressed in terms of ε-subdifferentials of convex functions and ε-normal directions, to convex sets. By specializing the problem of maximizing a convex function over a c...
متن کاملTwo-Level Optimization Problems with Infinite Number of Convex Lower Level Constraints
This paper proposes a new form of optimization problem which is a two-level programming problem with infinitely many lower level constraints. Firstly, we consider some lower level constraint qualifications (CQs) for this problem. Then, under these CQs, we derive formula for estimating the subdifferential of its valued function. Finally, we present some necessary optimality condit...
متن کاملSubdifferentials of Value Functions and Optimality Conditions for Some Classes of Dc and Bilevel Infinite and Semi-infinite Programs
The paper concerns the study of new classes of parametric optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain, among other constraints, infinitely many of inequality constraints. These problems reduce to semi-infinite programs in the case of finite-dimensional spaces of decision variables. We foc...
متن کاملDetecting global optimality and extracting solutions in GloptiPoly
GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of non-convex optimization problems with multivariate polynomial objective function and constraints, based on the theory of moments. In contrast with the dual sum-of-squares decompositions of positive polynomials, the theory of moments allows to detect global optimality of an LMI relaxation...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- J. Global Optimization
دوره 8 شماره
صفحات -
تاریخ انتشار 1996