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论文类型：期刊论文

发表时间：2016-10-01

发表刊物：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录刊物：SCIE、Scopus

卷号：12

期号：4

页面范围：1349-1366

ISSN号：1547-5816

关键字：DC programming; convex program; stationary point; set-valued analysis; convergence

摘要：We consider an optimization problem that minimizes a function of the form f = f(0) + f(1) - f(2) with the constraint g-h <= 0, where f(0) is continuous differentiable, f(1), f(2) are convex and g,h are lower semicontinuous convex. We propose to solve the problem by an inexact subgradient-based convex approximations method. Under mild assumptions, we show that the method is guaranteed to converge to a stationary point. Finally, some preliminary numerical results are given.