Solving polyhedral d.c. optimization problems via concave minimization
The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of polyhedral d.c. optimization problems. This result is used to sho...
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| Vydáno v: | Journal of global optimization Ročník 78; číslo 1; s. 37 - 47 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
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New York, NY
Springer US
01.09.2020
Springer Springer Nature B.V |
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| ISSN: | 1573-2916, 0925-5001, 1573-2916 |
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| Abstract | The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of polyhedral d.c. optimization problems. This result is used to show that, whenever the existence of an optimal solution can be certified, polyhedral d.c. optimization problems can be solved by certain concave minimization algorithms. No further assumptions are necessary in case of the first component being polyhedral and just some mild assumptions to the first component are required for the case where the second component is polyhedral. In case of both component functions being polyhedral, we obtain a primal and dual existence test and a primal and dual solution procedure. Numerical examples are discussed. |
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| AbstractList | The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of polyhedral d.c. optimization problems. This result is used to show that, whenever the existence of an optimal solution can be certified, polyhedral d.c. optimization problems can be solved by certain concave minimization algorithms. No further assumptions are necessary in case of the first component being polyhedral and just some mild assumptions to the first component are required for the case where the second component is polyhedral. In case of both component functions being polyhedral, we obtain a primal and dual existence test and a primal and dual solution procedure. Numerical examples are discussed. |
| Audience | Academic |
| Author | Löhne, Andreas vom Dahl, Simeon |
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| Cites_doi | 10.1080/02331930500342534 10.1016/0022-247X(78)90243-3 10.1007/s10898-014-0159-1 10.1017/S0004972700010844 10.1007/s10898-017-0519-8 10.1002/nav.3800320119 10.1080/02331934.2018.1518447 10.1137/1028106 10.1007/978-1-4757-2809-5 10.1023/A:1021765131316 10.1515/9781400873173 10.1007/BFb0121159 10.1007/978-1-4615-2025-2_4 10.1007/978-1-4615-2025-2_3 10.1016/j.ejor.2016.02.039 10.1007/s10898-018-0627-0 |
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| Copyright | The Author(s) 2020 COPYRIGHT 2020 Springer The Author(s) 2020. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. |
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| Keywords | Global optimization D.c. programming 52B55 90C29 Linear vector optimization 90C26 Multi-objective linear programming |
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| SubjectTerms | Algorithms Computer Science D.c. programming Global optimization Linear vector optimization Mathematics Mathematics and Statistics Multi-objective linear programming Operations Research/Decision Theory Optimization Real Functions |
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| Title | Solving polyhedral d.c. optimization problems via concave minimization |
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