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On solving a D.C. programming problem by a sequence of linear programs
Authors:R. Horst  T. Q. Phong  Ng. V. Thoai  J. de Vries
Affiliation:(1) Fachbereich IV-Mathematik, Universität Trier, Trier, West Germany;(2) Institute of Technology, Danang, Vietnam;(3) Institute of Mathematics, Hanoi, Vietnam
Abstract:
We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in Ropfn. This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.Parts of this research were accomplished while the third author was visiting the University of Trier, Germany, as a fellow of the Alexander von Humboldt foundation.
Keywords:Nonlinear programming  global optimization  d.c. programming  branch and bound  outer approximation  prismatic partition
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