In this paper, we prove the equivalence among the Minty vector variational-like inequality, Stampacchia vector variational-like inequality, and a nondifferentiable and nonconvex vector optimization problem. By using a fixed-point theorem, we establish also an existence theorem for generalized weakly efficient solutions to the vector optimization problem for nondifferentiable and nonconvex funct...

We consider the nonconvex problem minimizing the ratio of two quadratic functions over finitely many nonconvex quadratic inequalities. Relying on the homogenization technique we establish a sufficient condition that warrants the attainment of an optimal solution. Our result allows to extend and recover known conditions for some interesting special instances of the problem and to derive further ...

For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the approximated problem into an auxiliary problem by introducing new variables. PL-IRLS is then built on solving the auxiliary problem by utilizing the proximal l...

The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well. We illustrate the method by describing some computational experiments performed on a few nonconve...

In this paper, we design a numerical algorithm for solving a simple bilevel program where the lower level program is a nonconvex minimization problem with a convex set constraint. We propose to solve a combined problem where the first order condition and the value function are both present in the constraints. Since the value function is in general nonsmooth, the combined problem is in general a...

We suggest a branch and bound algorithm for solving continuous optimization problems where a (generally nonconvex) objective function is to be minimized under nonconvex inequality constraints which satisfy some specific solvability assumptions. The assumptions hold for some special cases of nonconvex quadratic optimization problems. We show how the algorithm can be applied to the problem of min...

This paper presents a novel range division and contraction approach for globally solving nonconvex quadratic program with quadratic constraints. By constructing new underestimating linear relaxation functions, we can transform the initial nonconvex quadratic program problem into a linear program relaxation problem. By employing a branch and bound scheme with a range contraction approach, we des...

Computing the exact ideal and nadir criterion values is a very ‎important subject in ‎multi-‎objective linear programming (MOLP) ‎problems‎‎. In fact‎, ‎these values define the ideal and nadir points as lower and ‎upper bounds on the nondominated points‎. ‎Whereas determining the ‎ideal point is an easy work‎, ‎because it is equivalent to optimize a ‎convex function (linear function) over a con...

This paper addresses rate control for transmission of scalable video streams via Network Utility Maximization (NUM) formulation. Due to stringent QoS requirements of video streams and specific characterization of utility experienced by end-users, one has to solve nonconvex and even nonsmooth NUM formulation for such streams, where dual methods often prove incompetent. Convexification plays an i...

We present three diierent methods for nding solutions to the 2D translation-only containment problem: nd translations for k polygons that place them inside a given polygonal container without overlap. Both the container and the polygons to be placed in it may be nonconvex. First, we provide several exact algorithms that improve results for k = 2 or k = 3. In particular, we give an algorithm for...