DC approach to weakly convex optimization and nonconvex quadratic optimization problems

DOI10.1080/02331934.2017.1391251zbMath1480.90207OpenAlexW2765582803MaRDI QIDQ4639126

Linh Thi Hoai Nguyen

Publication date: 3 May 2018

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2017.1391251

zbMATH Keywords

duality gaprobust optimizationweakly convexconvex polynomialdifference of convex programsglobal robust minimizernonconvex quadratic problem

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Robustness in mathematical programming (90C17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
• Exact penalty and error bounds in DC programming
• Lagrange-type duality in DC programming
• Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs
• Zero duality gaps in infinite-dimensional programming
• Duality in D. C. programming: The case of several D. C. constraints
• Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
• DC programming: overview.
• Nonsmooth vector functions and continuous optimization
• Calculus Without Derivatives
• Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints
• A new class of alternative theorems for SOS-convex inequalities and robust optimization
• Convex Analysis
• Convex analysis and global optimization