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A revision of the rectangular algorithm for a class of DC optimization problems

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  • Takahito Kuno

    (University of Tsukuba)

Abstract

Every continuously differentiable function can be represented as a difference between a convex function and an additively separable convex function. We show that a DC function with this structure can be optimized using the rectangular algorithm for separable nonconvex optimization, and develop a revision to this algorithm for practical use. We also report some numerical results which indicate the effectiveness of the revision.

Suggested Citation

  • Takahito Kuno, 2022. "A revision of the rectangular algorithm for a class of DC optimization problems," Journal of Global Optimization, Springer, vol. 83(2), pages 187-200, June.
    • Handle: RePEc:spr:jglopt:v:83:y:2022:i:2:d:10.1007_s10898-021-01102-2
    DOI: 10.1007/s10898-021-01102-2
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    References listed on IDEAS

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    1. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    2. Richard M. Soland, 1974. "Optimal Facility Location with Concave Costs," Operations Research, INFORMS, vol. 22(2), pages 373-382, April.
    3. Hoang Tuy, 2016. "Convex Analysis and Global Optimization," Springer Optimization and Its Applications, Springer, edition 2, number 978-3-319-31484-6, December.
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