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scientific article; zbMATH DE number 16313
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scientific article; zbMATH DE number 16313 |
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26 June 1992
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necessary and sufficient condition
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global optimality
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nonconvex optimization
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\(\epsilon\)-subdifferentials
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dc-programming
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0.8503683805465698
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0.8434790372848511
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0.843147337436676
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0.8378786444664001
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[For the entire collection see Zbl 0719.00020.] The author presents a new necessary and sufficient condition for global optimality in nonconvex optimization. The problem addressed is that of minimizing globally a difference \(f=g-h\) of convex functions \(g\) and \(h\), or, which is an equivalent problem, that of maximizing globally a convex function \(h\) on a closed convex set \(C\). The necessary and sufficient conditions for global optimality involve \(\epsilon\)-subdifferentials of the component functions \(g\) and \(h\) (resp. the \(\epsilon\)-subdifferential of \(h\) and the set of \(\epsilon\)-normal directions to the set \(C\)). The conditions truly filter the local minima of \(f\) by the use of the parameter \(\epsilon \geq 0\).
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