Article
On Covering Methods for D.C. Optimization
Author/s | Blanquero Bravo, Rafael
![]() ![]() ![]() ![]() ![]() ![]() ![]() Carrizosa Priego, Emilio José ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2000-11-01 |
Deposit Date | 2021-04-26 |
Published in |
|
Abstract | 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. |
Citation | Blanquero Bravo, R. y Carrizosa Priego, E.J. (2000). On Covering Methods for D.C. Optimization. Journal of Global Optimization, 18 (3), 265-274. |
Files | Size | Format | View | Description |
---|---|---|---|---|
On covering methods for d.c. ... | 87.86Kb | ![]() | View/ | |