DC approach to weakly convex optimization and nonconvex quadratic optimization problems |
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| Authors: | Linh T H Nguyen |
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| Institution: | 1. Department of Industrial and Systems Engineering, International University, VNU-HCM, Ho Chi Minh City, Vietnam.;2. Saskatchewan Government Insurance, Regina, SK, Canada. |
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| Abstract: | Motivated by weakly convex optimization and quadratic optimization problems, we first show that there is no duality gap between a difference of convex (DC) program over DC constraints and its associated dual problem. We then provide certificates of global optimality for a class of nonconvex optimization problems. As an application, we derive characterizations of robust solutions for uncertain general nonconvex quadratic optimization problems over nonconvex quadratic constraints. |
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| Keywords: | Difference of convex program weakly convex nonconvex quadratic problem convex polynomial robust optimization |
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