On the Problem of Minimizing a Difference of Polyhedral Convex Functions Under Linear Constraints

被引:6
|
作者
Nguyen Thi Van Hang [1 ]
Nguyen Dong Yen [1 ]
机构
[1] Vietnam Acad Sci & Technol, Inst Math, 18 Hoang Quoc Viet, Hanoi 10307, Vietnam
关键词
d.p; programming; Subdifferential; Optimality conditions; Stationary point; Density; Active index set; Extreme point; MINIMIZATION; NONSMOOTH;
D O I
10.1007/s10957-015-0769-x
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper is concerned with two d.p. (difference of polyhedral convex functions) programming models, unconstrained and linearly constrained, in a finite-dimensional setting. We obtain exact formulae for the Fr,chet and Mordukhovich subdifferentials of a d.p. function. We establish optimality conditions via subdifferentials in the sense of convex analysis, of Fr,chet and of Mordukhovich, and describe their relationships. Existence and computation of descent and steepest descent directions for both the models are also studied.
引用
收藏
页码:617 / 642
页数:26
相关论文
共 50 条