Abstract. Many nonconvex nonlinear programming (NLP) problems of practical interest involve bilinear terms and linear constraints, as well as, potentially, other convex and nonconvex terms and constraints. In such cases, it may be possible to augment the formulation with additional linear constraints (a subset of Reformulation-Linearization Technique constraints) which do not affect the feasibl...

The linearly constrained nonconvex nonsmooth program has drawn much attention over the last few years due to its ubiquitous power of modeling in the area of machine learning. A variety of important problems, including deep learning, matrix factorization, and phase retrieval, can be reformulated as the problem of optimizing a highly nonconvex and nonsmooth objective function with some linear con...

In this paper, we study a mean-variance portfolio selection problem that has a probabilistic benchmark constraint. This constraint changes the problem into a nonconvex one but could be solved via the method of Lagrange multipliers, whose existence is crucial in the solution.

In this paper we consider the standard linear SDP problem, and its low rank nonlinear programming reformulation, based on a Gramian representation of a positive semidefinite matrix. For this nonconvex quadratic problem with quadratic equality constraints, we give necessary and sufficient conditions of global optimality expressed in terms of the Lagrangian function.

We consider a Cauchy problem for a Sturm-Liouville type differential inclusion involving a nonconvex set-valued map and we prove that the set of selections corresponding to the solutions of the problem considered is a retract of the space of integrable functions on unbounded interval.

A Cauchy problem for a functional-differential inclusion of neutral type with a nonconvex right-hand side is investigated. Questions of the solvability of such a problem are considered, estimates analogous to the Filippov’s estimates are obtained and the density principle is proved. 2000 Mathematics Subject Classification: 34A60, 34G20, 34K35, 49J30, 49K25.