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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2010, Number 10, Pages 87–91 (Mi ivm7145)  
Brief communications

Optimality conditions in the problem of maximization of the difference of two convex functions

N. S. Rozinova

RD Department, Irkutsk State University, Irkutsk, Russia
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Abstract: 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.
Received: 18.03.2010
English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2010, Volume 54, Issue 10, Pages 75–78
DOI: https://doi.org/10.3103/S1066369X10100117
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
Citation: N. S. Rozinova, “Optimality conditions in the problem of maximization of the difference of two convex functions”, Izv. Vyssh. Uchebn. Zaved. Mat., 2010, no. 10, 87–91; Russian Math. (Iz. VUZ), 54:10 (2010), 75–78
Citation in format AMSBIB
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\paper Optimality conditions in the problem of maximization of the difference of two convex functions
\jour Izv. Vyssh. Uchebn. Zaved. Mat.
\yr 2010
\issue 10
\pages 87--91
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\jour Russian Math. (Iz. VUZ)
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\vol 54
\issue 10
\pages 75--78
\crossref{https://doi.org/10.3103/S1066369X10100117}
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