An Exact Penalty Method for DC Optimization

被引：1
|
作者：
Strekalovskiy, Alexander [1 ]
机构：
[1] SB RAS, Matrosov Inst Syst Dynam & Control Theory, Lermontov Str 134, Irkutsk, Russia
来源：
NUMERICAL COMPUTATIONS: THEORY AND ALGORITHMS (NUMTA-2016) | 2016年 / 1776卷
基金：
俄罗斯科学基金会;
关键词：
D O I：
10.1063/1.4965337
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In the paper we address the d.c. optimization problem with inequality constraints. Further we use the Exact Penalization Approach to develop new global optimality conditions (GOC) for a penalized problem. In addition, we study the properties of GOC and its relations to classical optimization theory. Finally, we demonstrate the effectiveness of GOC in comparison with the classical tools on an example.
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页数：4
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