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Solving DC programs using the cutting angle method
- Source :
- Recercat. Dipósit de la Recerca de Catalunya, Universitat Jaume I, UPCommons. Portal del coneixement obert de la UPC, Universitat Politècnica de Catalunya (UPC)
- Publication Year :
- 2014
- Publisher :
- Springer Science and Business Media LLC, 2014.
-
Abstract
- 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.
- Subjects :
- Mathematical optimization
Control and Optimization
DC programming
business.industry
Applied Mathematics
Dc programming
Regular polygon
Derivative
Operations research
Investigació operativa
Management Science and Operations Research
Matemàtiques i estadística::Investigació operativa [Àrees temàtiques de la UPC]
Computer Science Applications
Cutting Angle method
Minification
Lipschitz programming
Convex function
business
Global optimization
Mathematics
Subdivision
Subjects
Details
- ISSN :
- 15732916 and 09255001
- Volume :
- 61
- Database :
- OpenAIRE
- Journal :
- Journal of Global Optimization
- Accession number :
- edsair.doi.dedup.....12e4feefc735b6b1f6a0718c0ee3d155