Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
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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.
KeywordsDc representation Dc program Outer approximation Branch and bound Semi-infinite program
Mathematics Subject Classification (2000)90C26 90C30
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