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Solving DC programs using the cutting angle method
Ferrer Biosca, Alberto; Bagirov, Adil; Beliakov, Gleb
Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I; Universitat Politècnica de Catalunya. GNOM - Grup d´Optimització Numèrica i Modelització
In this paper, we propose a new algorithm for global minimization of functions represented as a difference of two convex functions. The proposed method is a derivative free method and it is designed by adapting the extended cutting angle method. We present preliminary results of numerical experiments using test problems with difference of convex objective functions and box-constraints. We also compare the proposed algorithm with a classical one that uses prismatical subdivisions.
Peer Reviewed
Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa
Operations research
DC programming
Lipschitz programming
Cutting Angle method
Investigació operativa
Attribution-NonCommercial-NoDerivs 3.0 Spain
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
info:eu-repo/semantics/submittedVersion
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