Characterizing global optimality for DC optimization problems under convex inequality constraints

被引:18
作者
Jeyakumar, V
Glover, BM
机构
[1] UNIV NEW S WALES,SCH MATH,SYDNEY,NSW 2052,AUSTRALIA
[2] UNIV BALLARAT,SCH INFORMAT TECHNOL & MATH SCI,BALLARAT,VIC,AUSTRALIA
关键词
DC optimization; generalized Farkas' lemma; convex maximization; convex analysis;
D O I
10.1007/BF00138691
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
Characterizations of global optimality are given for general difference convex (DC) optimization problems involving convex inequality constraints. These results are obtained in terms of a-subdifferentials of the objective and constraint functions and do not require any regularity condition. An extension of Farkas' lemma is obtained for inequality systems involving convex functions and is used to establish necessary and sufficient optimality conditions. As applications, optimality conditions are also given for weakly convex programming problems, convex maximization problems and for fractional programming problems.
引用
收藏
页码:171 / 187
页数:17
相关论文
共 25 条