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Exact penalty and error bounds in DC programming. (English) Zbl 1242.49037
Summary: 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.

MSC:
49J52 Nonsmooth analysis
90C20 Quadratic programming
90C26 Nonconvex programming, global optimization
90C30 Nonlinear programming
90C46 Optimality conditions and duality in mathematical programming
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