2025/05/31 by Mounir El Maghri, Maghri, M. El, H. Sellak +1
Computer Science · Engineering · Mathematics · #90C26 (Primary) 90C29 #90C46 (Secondary) #Advanced Optimization Algorithms Research #F.4.1 #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
paper · pdf · doi:10.48550/arxiv.2506.00638
openalex publication_date 2025/05/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We characterize approximate global optimal solutions (ε-optima) to reverse optimization problems, namely, problems whose non-convex constraint is of the form h(x) ≥ 0. This issue has not been addressed previously in the literature. Our idea consists of converting the reverse program into an unconstrained bicriteria DC program. The main condition presented is obtained in terms of Fenchel's ε-subdifferentials thanks to an earlier result in difference vector optimization by El Maghri. This extends and improves similar results from the literature dealing with exact (ε = 0) solutions. Moreover, as we consider functions with extended values, our approach also applies to reverse problems subject to additional convex constraints, provided that Moreau-Rockafellar or Attouch-Brézis constraint qualification conditions are satisfied. Similarly, new results for the special case of a nonlinear equality constraint h(x) = 0 are also obtained.