Journal of Global Optimization

, Volume 1, Issue 2, pp 183–203 | Cite as

On solving a D.C. programming problem by a sequence of linear programs

  • R. Horst
  • T. Q. Phong
  • Ng. V. Thoai
  • J. de Vries


We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in ℝ n . This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.

Key words

Nonlinear programming global optimization d.c. programming branch and bound outer approximation prismatic partition 


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Copyright information

© Kluwer Academic Publishers 1991

Authors and Affiliations

  • R. Horst
    • 1
  • T. Q. Phong
    • 2
  • Ng. V. Thoai
    • 3
  • J. de Vries
    • 1
  1. 1.Fachbereich IV-MathematikUniversität TrierTrierWest Germany
  2. 2.Institute of TechnologyDanangVietnam
  3. 3.Institute of MathematicsHanoiVietnam

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