Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function

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Title:	Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
Author:	Martínez-Legaz, Juan-Enrique; Ferrer, Albert
Other authors:	Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I; Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització
Abstract:	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.
Subject(s):	-Mathematical programming -dc representation -branch and bound -outer approximation -dc program -semi-infinite program -Programació (Matemàtica) -Classificació AMS::90 Operations research, mathematical programming::90C Mathematical programming
Rights:	Attribution-NonCommercial-NoDerivs 2.5 Spain http://creativecommons.org/licenses/by-nc-nd/2.5/es/
Document type:	Article
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