Article ID: | iaor2017616 |
Volume: | 42 |
Issue: | 1 |
Start Page Number: | 95 |
End Page Number: | 118 |
Publication Date: | Jan 2017 |
Journal: | Mathematics of Operations Research |
Authors: | Pang Jong-Shi, Razaviyayn Meisam, Alvarado Alberth |
Keywords: | security, optimization, programming: convex |
Motivated by a class of applied problems arising from physical layer based security in a digital communication system, in particular, by a secrecy sum‐rate maximization problem, this paper studies a nonsmooth, difference‐of‐convex (dc) minimization problem. The contributions of this paper are (i) clarify several kinds of stationary solutions and their relations; (ii) develop and establish the convergence of a novel algorithm for computing a d‐stationary solution of a problem with a convex feasible set that is arguably the sharpest kind among the various stationary solutions; (iii) extend the algorithm in several directions including a randomized choice of the subproblems that could help the practical convergence of the algorithm, a distributed penalty approach for problems whose objective functions are sums of dc functions, and problems with a specially structured (nonconvex) dc constraint. For the latter class of problems, a pointwise Slater constraint qualification is introduced that facilitates the verification and computation of a B(ouligand)‐stationary point.