Method for minimizing a convex-concave function over a convex set (Q1176848)

A branch-and-bound algorithm is proposed for minimizing a convex-concave function over a convex set. For a special case, the minimization of a function which is representable as the difference of two convex functions, the subproblems related to the bounding operation can be solved effectively. A convergence result is given, and the algorithm is illustrated with a numerical example.