New global optimality conditions for nonsmooth DC optimization problems
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Publication:2301178
Abstract: In this article we propose a new approach to an analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent and is based on the use of a so-called affine support set of a convex function instead of the Frenchel conjugate function. With the use of affine support sets we define a global codifferential mapping of a DC function and derive new necessary and sufficient global optimality conditions for DC optimization problems. We also provide new simple necessary and sufficient conditions for the global exactness of the penalty function for DC optimization problems with equality and inequality constraints and present a series of simple examples demonstrating a constructive nature of the new global optimality conditions. These examples show that when the optimality conditions are not satisfied, they can be easily utilised in order to find "global descent" directions of both constrained and unconstrained problems. As an interesting theoretical example, we apply our approach to the analysis of a nonsmooth problem of Bolza.
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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Cited in
(3)- A new necessary and sufficient global optimality condition for canonical DC problems
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- Hypodifferentials of nonsmooth convex functions and their applications to nonsmooth convex optimization
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