Abstract
We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in ℝn. This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.
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Parts of this research were accomplished while the third author was visiting the University of Trier, Germany, as a fellow of the Alexander von Humboldt foundation.
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Horst, R., Phong, T.Q., Thoai, N.V. et al. On solving a D.C. programming problem by a sequence of linear programs. J Glob Optim 1, 183–203 (1991). https://doi.org/10.1007/BF00119991
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DOI: https://doi.org/10.1007/BF00119991