Carregant...
Carregant...

Vés al contingut (premeu Retorn)

Solving DC programs using the cutting angle method

Autor
Ferrer, A.; Bagirov, A.; Beliakov, G.
Tipus d'activitat
Article en revista
Revista
Journal of global optimization
Data de publicació
2014-02-28
Volum
60
Número
1
Pàgina inicial
71
Pàgina final
89
DOI
https://doi.org/10.1007/s10898-014-0159-1 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/21984 Obrir en finestra nova
Resum
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.
Citació
Ferrer, A.; Bagirov, A.; Beliakov, G. Solving DC programs using the cutting angle method. "Journal of global optimization", Febrer 2014, vol. Online First, p. 1-19.
Paraules clau
Cutting Angle method, DC programming, GLOBAL OPTIMIZATION, Lipschitz programming
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització

Participants

Arxius