New global optimality conditions for nonsmooth DC optimization problems (Q2301178)

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    New global optimality conditions for nonsmooth DC optimization problems
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      New global optimality conditions for nonsmooth DC optimization problems (English)
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      28 February 2020
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      New necessary and sufficient global optimality conditions are obtained for nonsmooth DC (Difference of Convex functions) optimization problems in terms of global codifferentials. These optimality conditions are related to the method of codifferential descent and ``global descent'' directions can be found at non-optimal points. The authors provide some simple calculus rules for global codifferentials which are particularly useful in the piecewise affine case. A series of simple examples demonstrate the constructive nature of the global optimality conditions and obtaining simple conditions for the global exactness of the \(l_1\) penalty function for DC optimization problems with equality and inequality constraints. Global optimality conditions in terms of global codifferentials are applied to an analysis of a nonsmooth problem of Bolza, a classical calculus of variations problem on the conditions for an extremum.
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      DC functions
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      global optimality conditions
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      codifferential
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      affine support set
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      problem of Bolza
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