DIFFERENCE OF CONVEX-FUNCTIONS OPTIMIZATION ALGORITHMS (DCA) FOR GLOBALLY MINIMIZING NONCONVEX QUADRATIC FORMS ON EUCLIDEAN BALLS AND SPHERES

Authors
Citation
Pd. Tao et Lth. An, DIFFERENCE OF CONVEX-FUNCTIONS OPTIMIZATION ALGORITHMS (DCA) FOR GLOBALLY MINIMIZING NONCONVEX QUADRATIC FORMS ON EUCLIDEAN BALLS AND SPHERES, Operations research letters, 19(5), 1996, pp. 207-216
Citations number
29
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
01676377
Volume
19
Issue
5
Year of publication
1996
Pages
207 - 216
Database
ISI
SICI code
0167-6377(1996)19:5<207:DOCOA(>2.0.ZU;2-P
Abstract
We present DCA for globally minimizing quadratic forms on Euclidean ba lls and spheres. Since these problems admit at most one local-nongloba l minimizer, DCA converges in general to a solution for these problems . Numerical simulations show robustness, stability and efficiency of D CA with respect to related standard methods.