A branch and reduce approach for solving a class of low rank d.c. programs

  • Authors:
  • Riccardo Cambini;Francesca Salvi

  • Affiliations:
  • Department of Statistics and Applied Mathematics, Faculty of Economics, University of Pisa, Via Cosimo Ridolfi 10, 56124 Pisa, Italy;Department of Statistics and Applied Mathematics, Faculty of Economics, University of Pisa, Via Cosimo Ridolfi 10, 56124 Pisa, Italy

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

Various classes of d.c. programs have been studied in the recent literature due to their importance in applicative problems. In this paper we consider a branch and reduce approach for solving a class of d.c. problems. Seven partitioning rules are analyzed and some techniques aimed at improving the overall performance of the algorithm are proposed. The results of a computational experience are provided in order to point out the performance effectiveness of the proposed techniques.