On the Problem of Minimizing a Difference of Polyhedral Convex Functions Under Linear Constraints

On the Problem of Minimizing a Difference of Polyhedral Convex Functions Under Linear Constraints

0.00 Avg rating0 Votes
Article ID: iaor20163659
Volume: 171
Issue: 2
Start Page Number: 617
End Page Number: 642
Publication Date: Nov 2016
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: convex, heuristics
Abstract:

This paper is concerned with two d.p. (difference of polyhedral convex functions) programming models, unconstrained and linearly constrained, in a finite‐dimensional setting. We obtain exact formulae for the Fréchet and Mordukhovich subdifferentials of a d.p. function. We establish optimality conditions via subdifferentials in the sense of convex analysis, of Fréchet and of Mordukhovich, and describe their relationships. Existence and computation of descent and steepest descent directions for both the models are also studied.

Reviews

Required fields are marked *. Your email address will not be published.