Страница публикации

On Nonconvex Optimization Problems with DC Equality and Inequality Constraints

Тип публикации: Статья в журнале

Тип материала: Текст

Авторы: Strekalovsky A.S.

Журнал: IFAC Papers Online

Язык публикации: english

Том: 51

Номера страниц: 895-900

Количество страниц: 6

Номер: 32

Год публикации: 2018

Отчетный год: 2018

DOI: 10.1016/j.ifacol.2018.11.431

Аннотация: The paper addresses the nonconvex nonsmooth optimization problem with the cost function and equality and inequality constraints given by d.c. functions. The original problem is reduced to a problem without constraints with the help of the exact penalization theory. After that, the penalized problem is represented as a d.c. minimization problem without constraints, for which the new mathematical tools under the form of global optimality conditions (GOCs) are developed. The GOCs reduce the nonconvex problem in question to a family of convex (linearized with respect to the basic nonconvexities) problems. In addition, the GOCs are related to some nonsmooth form of the KKT-theorem for the original problem. On the base of the developed theory we propose new numerical methods for local and global search.

Индексируется WOS: Q5

Индексируется Scopus: Нет

Индексируется УБС: Нет

Индексируется РИНЦ: Да

Индексируется ВАК: Нет

Индексируется CORE: Нет