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Nonconvex optimization: From global optimality conditions to numerical methods

Авторы: Strekalovskiy A.

Журнал: Proc. of the 14th Intern. Global Optimization Workshop (LeGO'2018; Leiden, Netherlands)

Том: 2070

Номер:

Год: 2019

Отчётный год: 2018

Издательство:

Местоположение издательства:

URL:

Проекты:

DOI: 10.1063/1.5089982

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. On the base of the proposed theory we develop numerical methods of local and global search for the problem in question.

Индексируется WOS: Q5

Индексируется Scopus: Нет

Индексируется УБС: Нет

Индексируется РИНЦ: Нет

Индексируется ВАК: Нет

Индексируется CORE: Нет

Публикация в печати: 0