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.
|Autori:||Bigi, Giancarlo; Frangioni, Antonio; Q. H., Zhang|
|Titolo:||Outer Approximation Algorithms for Canonical DC Problems|
|Anno del prodotto:||2010|
|Digital Object Identifier (DOI):||10.1007/s10898-009-9415-1|
|Appare nelle tipologie:||1.1 Articolo in rivista|