On solving difference of convex functions programs with linear complementarity constraints

We address a large class of Mathematical Programs with Linear Complementarity Constraints which minimizes a continuously differentiable DC function (Difference of Convex functions) on a set defined by linear constraints and linear complementarity constraints, named Difference of Convex functions pro...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Computational optimization and applications Ročník 86; číslo 1; s. 163 - 197
Hlavní autoři: Le Thi, Hoai An, Nguyen, Thi Minh Tam, Dinh, Tao Pham
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.09.2023
Springer Nature B.V
Springer Verlag
Témata:
Algorithms
Computer Science
Convex analysis
Convex and Discrete Geometry
Eigenvalues
Management Science
Mathematical programming
Mathematics
Mathematics and Statistics
Operations Research
Operations Research/Decision Theory
Optimization
Penalty function
Statistics
Mathematical program with linear complementarity constraints
Difference of convex functions algorithm
Penalty function
90C30
Difference of convex functions programming
90C33
Difference of convex functions constraints
90C90
90C26
ISSN:0926-6003, 1573-2894
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí:We address a large class of Mathematical Programs with Linear Complementarity Constraints which minimizes a continuously differentiable DC function (Difference of Convex functions) on a set defined by linear constraints and linear complementarity constraints, named Difference of Convex functions programs with Linear Complementarity Constraints. Using exact penalty techniques, we reformulate it, via four penalty functions, as standard Difference of Convex functions programs. The difference of convex functions algorithm (DCA), an efficient approach in nonconvex programming framework, is then developed to solve the resulting problems. Two particular cases are considered: quadratic problems with linear complementarity constraints and asymmetric eigenvalue complementarity problems. Numerical experiments are performed on several benchmark data, and the results show the effectiveness and the superiority of the proposed approaches comparing with some standard methods.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0926-6003
1573-2894
DOI:10.1007/s10589-023-00487-y