Global Optimality Conditions in Nonconvex Optimization

被引：14
|
作者：
Strekalovsky, Alexander S. [1 ]
机构：
[1] RAS, Matrosov Inst Syst Dynam & Control Theory SB, Lermontov St 134, Irkutsk 664033, Russia
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2017年 / 173卷 / 03期
基金：
俄罗斯科学基金会;
关键词：
D.c; functions; Inequality constraints; Global optimality conditions; Lagrange function; Saddle point; Linearized problem;
D O I：
10.1007/s10957-016-0998-7
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：
In this paper, we address the nonconvex optimization problem, with the goal function and the inequality constraints given by the functions represented by the difference of convex functions. The effectiveness of the classical Lagrange function and the max-merit function is being investigated as the merit functions of the original problem. In addition to the classical apparatus of optimization theory, we apply the new global optimality conditions for the auxiliary problems related to the Lagrange and max-merit functions.
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页码：770 / 792
页数：23
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