Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver

DOI10.1007/S10898-017-0519-8zbMATH Open1373.90075OpenAlexW2536818598MaRDI QIDQ1679488FDOQ1679488

Authors Andreas Löhne, Andrea Wagner

Publication date 9 November 2017

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.05470

zbMATH Keywords

global optimizationDC programmingmultiple objective linear programminglinear vector optimizationpolyhedral projection

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Multi-objective and goal programming (90C29)

Abstract: A class of non-convex optimization problems with DC objective function is studied, where DC stands for being representable as the difference $f=g-h$ of two convex functions $g$ and $h$. In particular, we deal with the special case where one of the two convex functions $g$ or $h$ is polyhedral. In case $g$ is polyhedral, we show that a solution of the DC program can be obtained from a solution of an associated polyhedral projection problem. In case $h$ is polyhedral, we prove that a solution of the DC program can be obtained by solving a polyhedral projection problem and finitely many convex programs. Since polyhedral projection is equivalent to multiple objective linear programming (MOLP), a MOLP solver (in the second case together with a convex programming solver) can be used to solve instances of DC programs with polyhedral component. Numerical examples are provided, among them an application to locational analysis.

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Cited in

(5)

• A norm minimization-based convex vector optimization algorithm
• Solving polyhedral d.c. optimization problems via concave minimization
• A vector linear programming approach for certain global optimization problems
• Locating a semi-obnoxious facility in the special case of Manhattan distances
• Solving DC programs using the cutting angle method

Describes a project that uses

Uses Software

• BENSOLVE

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