Solving DC programs using the cutting angle method

Albert Ferrer (), Adil Bagirov () and Gleb Beliakov ()

Journal of Global Optimization, 2015, vol. 61, issue 1, 89 pages

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. Copyright Springer Science+Business Media New York 2015

Keywords: DC programming; Lipschitz programming; Cutting Angle method; 90C26; 90C30 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10898-014-0159-1

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