New global optimality conditions for nonsmooth DC optimization problems

Abstract

In this article we propose a new approach to the analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent, and is based on the use of a so-called affine support set of a convex function instead of the Frenchel conjugate function. With the use of affine support sets we define a global codifferential mapping of a DC function, and derive new necessary and sufficient global optimality conditions for DC optimization problems. We also provide new simple necessary and sufficient conditions for the global exactness of the ℓ1 penalty function for DC optimization problems with equality and inequality constraints, and present a series of simple examples demonstrating a constructive nature of the new global optimality conditions. These example show that when the optimality conditions are not satisfied, they can be easily utilised in order to find "global descent" directions of both constrained and unconstrained problems. As an interesting theoretical example, we apply our approach to the analysis of a nonsmooth problem of Bolza.