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Outer Approximation Algorithms for Canonical DC Problems

Bigi, Giancarlo and Frangioni, Antonio and Zhang, Qinghua (2007) Outer Approximation Algorithms for Canonical DC Problems. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    The paper discusses a general framework for outer approximation type algorithms for the canonical DC optimization problem. A thorough analysis of properties which guarantee convergence is carried out: different sets of general conditions are proposed and compared. They are exploited to build six different algorithms, which include the first cutting plane algorithm proposed by Tuy but also new ones. Approximate optimality conditions are introduced to guarantee the termination of the algorithms and the relationships with the global optimal value are discussed.

    Item Type: Book
    Uncontrolled Keywords: DC problems, approximate optimality conditions, cutting plane algorithms
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 09 Dec 2014 13:12
    Last Modified: 09 Dec 2014 13:12
    URI: http://eprints.adm.unipi.it/id/eprint/2179

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