Outer approximation algorithms for canonical DC problems

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 conditio...

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Published in:Journal of global optimization Vol. 46; no. 2; pp. 163 - 189
Main Authors: Bigi, Giancarlo, Frangioni, Antonio, Zhang, Qinghua
Format: Journal Article
Language:English
Published: Boston Springer US 01.02.2010
Springer Nature B.V
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ISSN:0925-5001, 1573-2916
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Abstract 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.
AbstractList 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.[PUBLICATION ABSTRACT]
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.
Author Bigi, Giancarlo
Zhang, Qinghua
Frangioni, Antonio
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  surname: Frangioni
  fullname: Frangioni, Antonio
  organization: Dipartimento di Informatica, Università di Pisa, Polo Universitario della Spezia
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  givenname: Qinghua
  surname: Zhang
  fullname: Zhang, Qinghua
  organization: Dipartimento di Informatica, Università di Pisa
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CitedBy_id crossref_primary_10_1007_s10288_010_0126_8
crossref_primary_10_1007_s10898_019_00833_7
crossref_primary_10_1007_s10957_012_0069_7
crossref_primary_10_1007_s10898_012_9908_1
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Keywords Polar set
Cutting plane algorithms
DC problems
Approximate optimality conditions
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Snippet The paper discusses a general framework for outer approximation type algorithms for the canonical DC optimization problem. The algorithms rely on a polar...
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SubjectTerms Algorithms
Approximation
Computer Science
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Real Functions
Studies
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Title Outer approximation algorithms for canonical DC problems
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