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

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.

UDC: 517.977

Received: 18.03.2010

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2010, 54:10, 75–78

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