Abstract
This paper is concerned with two d.p. (difference of polyhedral convex functions) programming models, unconstrained and linearly constrained, in a finite-dimensional setting. We obtain exact formulae for the Fréchet and Mordukhovich subdifferentials of a d.p. function. We establish optimality conditions via subdifferentials in the sense of convex analysis, of Fréchet and of Mordukhovich, and describe their relationships. Existence and computation of descent and steepest descent directions for both the models are also studied.
Similar content being viewed by others
References
Kiwiel, K.C.: An aggregate subgradient method for nonsmooth and nonconvex minimization. J. Comput. Appl. Math. 14, 391–400 (1986)
Vlček, J., Lukšan, L.: Globally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization. J. Optim. Theory Appl. 111, 407–430 (2001)
Fuduli, A., Gaudioso, M., Giallombardo, G.: Minimizing nonconvex nonsmooth functions via cutting planes and proximity control. SIAM J. Optim. 14(3), 743–756 (2004)
Pham Dinh, T., Le Thi, H.A.: Convex analysis approach to d.c. programming theory, algorithms and applications. Acta Math. Vietnam. 22(1), 289–355 (1997)
Polyakova, P.L.: On global unconstrained minimization of the difference of polyhedral functions. J. Glob. Optim. 50(2), 179–195 (2011)
Demy’anov, V. F., Vasil’ev, L. V.: Nondifferentiable Optimization. Translated from the Russian by Tetsushi Sasagawa. Translations series in mathematics and engineering. Optimization Software Inc., New York (1985)
Demy’anov, V.F., Rubinov, A.M.: Constructive Nonsmooth Analysis. Approximation & Optimization, vol. 7. Peter Lang, Frankfurt am Main (1995)
Demy’anov, V.F., Rubinov, A.M.: An introduction to quasidifferential calculus. Quasidifferentiability and Related Topics, 1–31, Nonconvex Optimization and Its Applications, vol. 43. Kluwer, Dordrecht (2000)
Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, I: Basic Theory. Springer, Berlin (2006)
Roshchina, V.A.: Mordukhovich subdifferential of pointwise minimum of approximate convex functions. Optim. Methods Softw. 25(1), 129–141 (2009)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, New Jersey (1970)
Hiriart-Urruty, J.-B., Lemaréchal, C.: Convex Analysis and Minimization Algorithms. I. Fundamentals. Springer, Berlin (1993)
Mordukhovich, B.S., Nam, N.M., Yen, N.D.: Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming. Optimization 55(5–6), 685–708 (2006)
Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications. Academic Press, New York (1980)
Clarke, F.H.: Optimization and Nonsmooth Analysis. SIAM, Philadelphia (1990)
Acknowledgments
The authors would like to thank the reviewer for comments and suggestions improving the present paper. They would particularly like to thank Professor Boris S. Mordukhovich for supplying them valuable references and for a great encouragement. Financial support from National Foundation for Science and Technology Development (NAFOSTED, Vietnam) under Grant 101.01-2014.37 is gratefully acknowledged.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Van Hang, N.T., Yen, N.D. On the Problem of Minimizing a Difference of Polyhedral Convex Functions Under Linear Constraints. J Optim Theory Appl 171, 617–642 (2016). https://doi.org/10.1007/s10957-015-0769-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-015-0769-x
Keywords
- d.p. programming
- Subdifferential
- Optimality conditions
- Stationary point
- Density
- Active index set
- Extreme point