dca

A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints

  • Francisco Jara-Moroni
  • Jong-Shi Pang
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization Tags , , ,

    This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a … Read more

    On globally solving the maximum weighted clique problem

  • Nam Nguyen Canh
    • Categories Applications - OR and Management Sciences Tags , , , ,

    In this paper, we consider a combinatorial optimization problem, the Maximum Weighted Clique Problem (MWCP), a NP-hard problem. The considered problem is first formulated in the form of binary constrained quadratic program and then reformulated as a Difference Convex (DC) program. A global optimal solution is found by applying DC Algorithm (DCA) in combining with … Read more

    Optimizing radial basis functions by D.C. programming and its use in direct search for global derivative-free optimization

  • Hoai An Le Thi
  • A. Ismael F. Vaz
  • Luis Nunes Vicente
    • Categories Global Optimization, Nonlinear Optimization Tags , , , , , ,

    In this paper we address the global optimization of functions subject to bound and linear constraints without using derivatives of the objective function. We investigate the use of derivative-free models based on radial basis functions (RBFs) in the search step of direct-search methods of directional type. We also study the application of algorithms based on … Read more