Exact penalty and error bounds in DC programming

Authors :: Tao Pham Dinh
Hoai An Le Thi
Huynh Van Ngai
Laboratoire d'Informatique Théorique et Appliquée (LITA)
Université de Lorraine (UL)
Laboratoire de Mathématiques de l'INSA de Rouen Normandie (LMI)
Institut national des sciences appliquées Rouen Normandie (INSA Rouen Normandie)
Institut National des Sciences Appliquées (INSA)-Normandie Université (NU)-Institut National des Sciences Appliquées (INSA)-Normandie Université (NU)
Department of Mathematics, University of Quynhon, 170 An Duong Vuong, Qui Nhon, Vietnam
Source :: Journal of Global Optimization, Journal of Global Optimization, Springer Verlag, 2012, 52 (3), pp.509-535. ⟨10.1007/s10898-011-9765-3⟩
Publication Year :: 2011
Publisher :: Springer Science and Business Media LLC, 2011.
Abstract: In the present paper, we are concerned with conditions ensuring the exact penalty for nonconvex programming. Firstly, we consider problems with concave objective and constraints. Secondly, we establish various results on error bounds for systems of DC inequalities and exact penalty, with/without error bounds, in DC programming. They permit to recast several class of difficult nonconvex programs into suitable DC programs to be tackled by the efficient DCA.

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