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Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
Martínez-Legaz, Juan-Enrique; Ferrer, Albert
Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I; Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització
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.
Mathematical programming
dc representation
branch and bound
outer approximation
dc program
semi-infinite program
Programació (Matemàtica)
Classificació AMS::90 Operations research, mathematical programming::90C Mathematical programming
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
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