CANONICAL DC PROGRAMMING PROBLEM - OUTER APPROXIMATION METHODS REVISITED

Authors
Citation
H. Tuy, CANONICAL DC PROGRAMMING PROBLEM - OUTER APPROXIMATION METHODS REVISITED, Operations research letters, 18(2), 1995, pp. 99-106
Citations number
21
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
01676377
Volume
18
Issue
2
Year of publication
1995
Pages
99 - 106
Database
ISI
SICI code
0167-6377(1995)18:2<99:CDPP-O>2.0.ZU;2-V
Abstract
For solving the canonical DC programming problem (i.e. a convex progra m with an additional reverse convex constraint) several cutting plane procedures have been developed in the past few years which suffer from serious defects regarding efficiency or convergence. We discuss a gen eral conceptual framework of outer approximation unifying various conj unctive cutting plane approaches and on this basis propose modificatio ns to overcome these defects.