Optimality and Duality for DC Programming with DC Inequality and DC Equality Constraints

Abstract

In this paper, a class of nondifferentiable DC programming with DC inequality and DC equality constraints are considered. Firstly, in terms of this special nondifferentiable DC constraint system, an appropriate relaxed constant rank constraint qualification is proposed and used to deduce one necessary optimality condition. Then, by adopting the convexification technique, another necessary optimality condition is obtained. Further, combined with the conjugate theory, the zero duality gap properties between the pairs of Wolfe and Mond-Weir type primal-dual problems are characterized, respectively.

Keywords

• DC programming
• necessary optimality conditions
• Wolfe and Mond-Weir type dual problems
• zero duality gap properties