Artículo
On Covering Methods for D.C. Optimization
Autor/es | Blanquero Bravo, Rafael
Carrizosa Priego, Emilio José |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2000-11-01 |
Fecha de depósito | 2021-04-26 |
Publicado en |
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Resumen | Covering methods constitute a broad class of algorithms for solving multivariate Global Optimization problems. In this note we show that, when the objective f is d.c. and a d.c. decomposition for f is known, the computational ... Covering methods constitute a broad class of algorithms for solving multivariate Global Optimization problems. In this note we show that, when the objective f is d.c. and a d.c. decomposition for f is known, the computational burden usually suffered by multivariate covering methods is significantly reduced. With this we extend to the (non-differentiable) d.c. case the covering method of Breiman and Cutler, showing that it is a particular case of the standard outer approximation approach. Our computational experience shows that this generalization yields not only more flexibility but also faster convergence than the covering method of Breiman-Cutler. |
Cita | Blanquero Bravo, R. y Carrizosa Priego, E.J. (2000). On Covering Methods for D.C. Optimization. Journal of Global Optimization, 18 (3), 265-274. |
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