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A closedness condition and its applications to DC programs with convex constraints. (English) Zbl 1218.90155
Summary: This paper concerns a closedness condition called (CC) involving a convex function and a convex constrained system. This type of condition has played an important role in the study of convex optimization problems. Our aim is to establish several characterizations of this condition and to apply them to study problems of minimizing a DC function under a cone-convex constraint and a set constraint. First, we establish several so-called “Toland-Fenchel-Lagrange” duality theorems. As consequences, various versions of generalized Farkas lemmas in dual forms for systems involving convex and DC functions are derived. Then, we establish optimality conditions for DC problem under convex constraints. Optimality conditions for convex problems and problems of maximizing a convex function under convex constraints are given as well. Most of the results are established under the (CC) condition. This article serves as a link between several corresponding known ones published recently for DC programs and for convex programs.

MSC:
90C25Convex programming
90C26Nonconvex programming, global optimization
90C46Optimality conditions, duality
49K30Optimal solutions belonging to restricted classes