带dc约束的dc最小化问题的全局最优性条件

A. Strekalovsky
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引用次数: 3

摘要

. 本文研究了具有代价函数的非凸非光滑优化问题,以及由dc函数给出的等式和不等式约束,即用凸函数的差分表示。利用精确惩罚理论,将原问题简化为无约束问题。在此基础上,将惩罚问题表示为无约束的直流极小化问题,并给出了全局最优性条件形式下的数学工具。goc将所讨论的非凸问题简化为一组凸(相对于基本非凸线性化)问题。此外,goc还与原问题的kkt定理的一些非光滑形式有关。此外,goc具有建设性(算法)性质,当goc被分解时,这意味着产生一个更好的可行点(在原始问题中)。通过实例验证了GOCs的有效性。
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On global optimality conditions for D.C. minimization problems with D.C. constraints
. The paper addresses the nonconvex nonsmooth optimization problem with the cost function, and equality and inequality constraints given by d.c. functions, i.e. represented as a difference of convex 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. Besides, the GOCs possess the constructive (algorithmic) property, which, when the GOCs are broken down, implies the producing of a feasible point that is better (in the original problem) than the one in question. The effectiveness of the GOCs is demonstrated by examples.
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