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Outer Approximation Algorithms for Canonical DC Problems

Frangioni, Antonio and Zhang, Qinghua (2008) 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. The algorithms rely on a polar reformulation of the problem and exploit an approximated oracle in order to check global optimality. Consequently, approximate optimality conditions are introduced and bounds on the quality of the approximate global optimal solution are obtained. A thorough analysis of properties which guarantee convergence is carried out; two families of conditions are introduced which lead to design six implementable algorithms, whose convergence can be proved within a unified framework.

    Item Type: Book
    Uncontrolled Keywords: DC problems, polar set, 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: 04 Dec 2014 14:08
    Last Modified: 04 Dec 2014 14:08
    URI: http://eprints.adm.unipi.it/id/eprint/2197

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