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
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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.
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/
@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},
year = {2010},
number = {10},
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 UR - http://geodesic.mathdoc.fr/item/IVM_2010_10_a10/ LA - ru ID - IVM_2010_10_a10 ER -
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