Operational Properties of SCN Function, Optimization Condition, and Exactness of Penalty Function for SCN Optimization

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Authors: Min Jiang, Chuangyin Dang, Zhiqing Meng, Rui Shen
Cited by: 0
References: 45

Abstract

This paper defines a strong convertible nonconvex (SCN) function for solving the unconstrained optimization problems with the nonconvex or nonsmooth (nondifferentiable) function. First, the concept of SCN function is defined, where the SCN functions are nonconvex or nonsmooth. Second, the operational properties of SCN functions are proved, including addition, multiplication, and compound operations. Third, an SCN optimization with the SCN function and its penalty function is defined. The optimization condition, exactness, and stability of the penalty function for SCN optimization are proved. This paper provides a way for solving unconstrained nonconvex or nonsmooth (nondifferentiable) optimization problems to avoid using subdifferentiation or smoothing techniques.

Fields of Study & Subjects

Advanced Optimization Algorithms Research Risk and Portfolio Optimization Stochastic Gradient Optimization Techniques

Publication details

Journal / source
Journal of Mathematics
Volume
2026
Issue
1
Publication date
1 January 2026
Language
EN