On Covering Methods for D.C. Optimization |
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Authors: | Rafael Blanquero Emilio Carrizosa |
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Institution: | (1) Departamento de Estadística e Investigación Operativa, Universidad de Sevilla, Sevilla, Spain;(2) Departamento de Estadística e Investigación Operativa, Universidad de Sevilla, Sevilla, Spain |
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Abstract: | Covering methods constitute a broad class of algorithms for solving multivariate Global Optimization problems. In this note we show that, when the objective f is d.c. and a d.c. decomposition for f is known, the computational burden usually suffered by multivariate covering methods is significantly reduced. With this we extend to the (non-differentiable) d.c. case the covering method of Breiman and Cutler, showing that it is a particular case of the standard outer approximation approach. Our computational experience shows that this generalization yields not only more flexibility but also faster convergence than the covering method of Breiman-Cutler. |
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Keywords: | Covering methods d c Functions Outer approximation Power diagrams |
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