EconPapers    
Economics at your fingertips  
 

The DC (Difference of Convex Functions) Programming and DCA Revisited with DC Models of Real World Nonconvex Optimization Problems

Le An () and Pham Tao ()

Annals of Operations Research, 2005, vol. 133, issue 1, 23-46

Abstract: The DC programming and its DC algorithm (DCA) address the problem of minimizing a function f=g−h (with g,h being lower semicontinuous proper convex functions on R n ) on the whole space. Based on local optimality conditions and DC duality, DCA was successfully applied to a lot of different and various nondifferentiable nonconvex optimization problems to which it quite often gave global solutions and proved to be more robust and more efficient than related standard methods, especially in the large scale setting. The computational efficiency of DCA suggests to us a deeper and more complete study on DC programming, using the special class of DC programs (when either g or h is polyhedral convex) called polyhedral DC programs. The DC duality is investigated in an easier way, which is more convenient to the study of optimality conditions. New practical results on local optimality are presented. We emphasize regularization techniques in DC programming in order to construct suitable equivalent DC programs to nondifferentiable nonconvex optimization problems and new significant questions which have to be answered. A deeper insight into DCA is introduced which really sheds new light on DCA and could partly explain its efficiency. Finally DC models of real world nonconvex optimization are reported. Copyright Springer Science + Business Media, Inc. 2005

Keywords: DC programming; DC algorithms (DCA); DC duality; local optimality conditions; global optimality conditions; polyhedral DC programming; regularization techniques (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (47) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s10479-004-5022-1 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:133:y:2005:i:1:p:23-46:10.1007/s10479-004-5022-1

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-004-5022-1

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla ().

 
Page updated 2020-04-23
Handle: RePEc:spr:annopr:v:133:y:2005:i:1:p:23-46:10.1007/s10479-004-5022-1