Outer Approximation Method Incorporating a Quadratic Approximation for a DC Programming Problem

S. Yamada (), T. Tanaka and T. Tanino
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S. Yamada: Niigata University
T. Tanaka: Niigata University
T. Tanino: Osaka University

Journal of Optimization Theory and Applications, 2010, vol. 144, issue 1, No 12, 156-183

Abstract: Abstract In this paper, we propose an outer approximation method using two quadratic functions approximating the constraint functions of a DC programming problem. By analyzing the relation among the eigenvectors of the Hessian matrices of the constraint functions, the search direction for a feasible solution of the problem is determined. Moreover, to avoid line searches along similar directions, we incorporate a penalty function method in the algorithm.

Keywords: DC Programming problem; Outer approximation method; Descent method; Quadratic approximation (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10957-009-9590-8

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