Solving DC programs using the cutting angle method

摘要

In this paper, we propose a new algorithm for global minimization of functions represented as a difference of two convex functions. The proposed method is a derivative free method and it is designed by adapting the extended cutting angle method. We present preliminary results of numerical experiments using test problems with difference of convex objective functions and box-constraints. We also compare the proposed algorithm with a classical one that uses prismatical subdivisions. © 2014 Springer Science+Business Media New York.