Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function |
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Authors: | Albert Ferrer Juan Enrique Martínez-Legaz |
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Affiliation: | (1) Departament de Matemàtica Aplicada I, Universitat Politècnica de Catalunya, Barcelona, Spain;(2) Departament d’Economia i d’Història Econòmica, Universitat Autonoma de Barcelona, Barcelona, Spain |
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Abstract: | There are infinitely many ways of representing a d.c. function as a difference of convex functions. In this paper we analyze how the computational efficiency of a d.c.optimization algorithm depends on the representation we choose for the objective function, and we address the problem of characterizing and obtaining a computationally optimal representation. We introduce some theoretical concepts which are necessary for this analysis and report some numerical experiments. |
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Keywords: | Dc representation Dc program Outer approximation Branch and bound Semi-infinite program |
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