Optimality conditions in the problem of maximization of the difference of two convex functions
N. S. Rozinova · Russian Mathematics · 2010
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.