## Abstract

In this paper, we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC programs in which the first convex component of the objective and constraints is the sum of a smooth and a nonsmooth function, and their second convex component is the supremum of finitely many convex smooth functions. The existing methods for this problem usually have a weak convergence guarantee or require a feasible initial point. Inspired by the recent work by Pang et al. [Pang J-S, Razaviyayn M, Alvarado A (2017) Computing B-stationary points of nonsmooth DC programs. Math. Oper. Res. 42(1):95–118.], in this paper, we propose two infeasible methods with a strong convergence guarantee for the considered problem. The first one is a penalty method that consists of finding an approximate D-stationary point of a sequence of penalty subproblems. We show that any feasible accumulation point of the solution sequence generated by such a penalty method is a B-stationary point of the problem under a weakest possible assumption that it satisfies a pointwise Slater constraint qualification (PSCQ). The second one is an augmented Lagrangian (AL) method that consists of finding an approximate D-stationary point of a sequence of AL subproblems. Under the same PSCQ condition as for the penalty method, we show that any feasible accumulation point of the solution sequence generated by such an AL method is a B-stationary point of the problem, and moreover, it satisfies a Karush–Kuhn–Tucker type of optimality condition for the problem, together with any accumulation point of the sequence of a set of auxiliary Lagrangian multipliers. We also propose an efficient successive convex approximation method for computing an approximate D-stationary point of the penalty and AL subproblems. Finally, some numerical experiments are conducted to demonstrate the efficiency of our proposed methods.

Original language | English (US) |
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Pages (from-to) | 2260-2285 |

Number of pages | 26 |

Journal | Mathematics of Operations Research |

Volume | 47 |

Issue number | 3 |

DOIs | |

State | Published - Aug 2022 |

### Bibliographical note

Funding Information:Funding: The second author was supported by the National Natural Science Foundation of China [Grants 11761037 and 11501265] and the Natural Science Foundation of Jiangxi Province [Grant 20181BAB201009].

Publisher Copyright:

Copyright: © 2022 INFORMS.

## Keywords

- B-stationary point
- DC constraints
- augmented Lagrangian method
- nonsmooth DC program
- penalty method