Optimality conditions in the problem of maximization of the difference of two convex functions
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 10 (2010), pp. 87-91
Voir la notice de l'article provenant de la source Math-Net.Ru
We consider a quadratic d. c. optimization problem on a convex set. The objective function is represented as the difference of two convex functions. By reducing the problem to the equivalent concave programming problem we prove a sufficient optimality condition in the form of an inequality for the directional derivative of the objective function at admissible points of the corresponding level surface.
Keywords:
d. c.-maximization problem, necessary and sufficient optimality conditions.
@article{IVM_2010_10_a10,
author = {N. S. Rozinova},
title = {Optimality conditions in the problem of maximization of the difference of two convex functions},
journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
pages = {87--91},
publisher = {mathdoc},
number = {10},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IVM_2010_10_a10/}
}
TY - JOUR AU - N. S. Rozinova TI - Optimality conditions in the problem of maximization of the difference of two convex functions JO - Izvestiâ vysših učebnyh zavedenij. Matematika PY - 2010 SP - 87 EP - 91 IS - 10 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IVM_2010_10_a10/ LA - ru ID - IVM_2010_10_a10 ER -
N. S. Rozinova. Optimality conditions in the problem of maximization of the difference of two convex functions. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 10 (2010), pp. 87-91. http://geodesic.mathdoc.fr/item/IVM_2010_10_a10/