Outer approximation algorithms for canonical DC problems

被引:0
|
作者
Giancarlo Bigi
Antonio Frangioni
Qinghua Zhang
机构
[1] Università di Pisa,Dipartimento di Informatica
[2] Università di Pisa,Dipartimento di Informatica
[3] Polo Universitario della Spezia,undefined
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关键词
DC problems; Polar set; Approximate optimality conditions; Cutting plane algorithms;
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学科分类号
摘要
The paper discusses a general framework for outer approximation type algorithms for the canonical DC optimization problem. The algorithms rely on a polar reformulation of the problem and exploit an approximated oracle in order to check global optimality. Consequently, approximate optimality conditions are introduced and bounds on the quality of the approximate global optimal solution are obtained. A thorough analysis of properties which guarantee convergence is carried out; two families of conditions are introduced which lead to design six implementable algorithms, whose convergence can be proved within a unified framework.
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页码:163 / 189
页数:26
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