The Method of Feasible Directions for Mathematical Programming Problems with Preconvex Constraints

摘要

The convergence of the method of feasible directions is proved for the case of the smoothobjective function and a constraint in the form of the difference of convex sets (the so-called preconvexset). It is shown that the method converges to the set of stationary points, which generally is narrowerthan the corresponding set in the case of a smooth function and smooth constraints. The scheme of theproof is similar to that proposed earlier by Karmanov.