AN OUTER APPROXIMATION METHOD UTILIZING THE RELATION OF CONNECTIONS AMONG VERTICES FOR SOLVING A DC PROGRAMMING PROBLEM

SYUUJI  YAMADA; YUSUKE  TOKUSHIGE; TAMAKI  TANAKA; TETSUZO  TANINO

AN OUTER APPROXIMATION METHOD UTILIZING THE RELATION OF CONNECTIONS AMONG VERTICES FOR SOLVING A DC PROGRAMMING PROBLEM

Authors

SYUUJI YAMADA Graduate School of Science and Technology, Niigata University, 8050 Ikarashi-2nocho, Niigata-City 950-2181, Japan
YUSUKE TOKUSHIGE Graduate School of Science and Technology, Niigata University, 8050 Ikarashi-2nocho, Niigata-City 950-2181, Japan
TAMAKI TANAKA Graduate School of Science and Technology, Niigata University, 8050 Ikarashi-2nocho, Niigata-City 950-2181, Japan
TETSUZO TANINO Graduate School of Engineering, Osaka University, Yamada-Oka 2-1, Suita, Osaka, 565-0871, Japan

Keywords:

Global optimization, Dc programming problem, Outer approximation method

Abstract

In this paper, we improve the outer approximation method proposed by Tuy [10] for solving a dc programming problem. The improved algorithm has the global convergence by generating a sequence of polytopes approximating a compact convex set from outside. Moreover, by incorporating a procedure for calculating the vertex sets utilizing the relations of connections among vertices by edges, the improved algorithm can calculate an approximate solution effectively.