A branch and bound algorithm for solving a class of D-C programming (Q1780534)

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scientific article; zbMATH DE number 2175490
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    A branch and bound algorithm for solving a class of D-C programming
    scientific article; zbMATH DE number 2175490

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      A branch and bound algorithm for solving a class of D-C programming (English)
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      13 June 2005
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      A special class of DC programming problems is considered where the objective function is the sum of a convex quadratic function, \(p(x)\), and a separable concave function, \(\varphi(x)= \varphi_1(x_1)+\cdots+ \varphi_n(x_n)\). The feasible domain is the intersection of a polytope and a box. The problem is converted into a quadratic convex problem by replacing the functions \(\varphi_j(x_j)\) by linear underestimates \(\psi_j(x_j)\), which depend on the subdomains generated by the branch and bound algorithm. Several bisection techniques are compared in numerical examples.
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      DC programming
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      branch and bound algorithm
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      \(\omega\)-subdivision
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      largest distance bisection
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      normal rectangular subdivision
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      numerical examples
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