Journal of Global Optimization

, Volume 43, Issue 4, pp 513–531

Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function

Article

Abstract

There are infinitely many ways of representing a d.c. function as a difference of convex functions. In this paper we analyze how the computational efficiency of a d.c.optimization algorithm depends on the representation we choose for the objective function, and we address the problem of characterizing and obtaining a computationally optimal representation. We introduce some theoretical concepts which are necessary for this analysis and report some numerical experiments.

Keywords

Dc representation Dc program Outer approximation Branch and bound Semi-infinite program 

Mathematics Subject Classification (2000)

90C26 90C30 

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Copyright information

© Springer Science+Business Media, LLC. 2008

Authors and Affiliations

  1. 1.Departament de Matemàtica Aplicada IUniversitat Politècnica de CatalunyaBarcelonaSpain
  2. 2.Departament d’Economia i d’Història EconòmicaUniversitat Autonoma de BarcelonaBarcelonaSpain

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