On solving a D.C. programming problem by a sequence of linear programs |
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Authors: | R. Horst T. Q. Phong Ng. V. Thoai J. de Vries |
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Affiliation: | (1) Fachbereich IV-Mathematik, Universität Trier, Trier, West Germany;(2) Institute of Technology, Danang, Vietnam;(3) Institute of Mathematics, Hanoi, Vietnam |
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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 n. 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. |
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Keywords: | Nonlinear programming global optimization d.c. programming branch and bound outer approximation prismatic partition |
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