On solving a D.C. programming problem by a sequence of linear programs
Identifieur interne : 002E89 ( Main/Exploration ); précédent : 002E88; suivant : 002E90On solving a D.C. programming problem by a sequence of linear programs
Auteurs : R. Horst [Allemagne] ; T. Q. Phong [Viêt Nam] ; Ng. V. Thoai [Viêt Nam] ; J. De Vries [Allemagne]Source :
- Journal of Global Optimization [ 0925-5001 ] ; 1991-06-01.
Abstract
Abstract: We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in ℝ n . This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.
Url:
DOI: 10.1007/BF00119991
Affiliations:
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<front><div type="abstract" xml:lang="en">Abstract: We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in ℝ n . This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.</div>
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