Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function

Authors:
Albert Ferrer;Juan Enrique Martínez-Legaz
Affiliations:
Departament de Matemàtica Aplicada I, Universitat Politècnica de Catalunya, Barcelona, Spain;Departament d'Economia i d'Història Econòmica, Universitat Autonoma de Barcelona, Barcelona, Spain
Venue:
Journal of Global Optimization
Year:
2009

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Abstract

There are infinitely many ways of representing a d.c. function as a difference of convex functions. In this paper we analyze how the computational efficiency of a d.c.optimization algorithm depends on the representation we choose for the objective function, and we address the problem of characterizing and obtaining a computationally optimal representation. We introduce some theoretical concepts which are necessary for this analysis and report some numerical experiments.