a branch-and-bound algorithm embedded with dca for dc programming

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ID: 134137
2012
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Abstract
The special importance of Difference of Convex (DC) functions programming has been recognized in recent studies on nonconvex optimization problems. In this work, a class of DC programming derived from the portfolio selection problems is studied. The most popular method applied to solve the problem is the Branch-and-Bound (B&B) algorithm. However, “the curse of dimensionality” will affect the performance of the B&B algorithm. DC Algorithm (DCA) is an efficient method to get a local optimal solution. It has been applied to many practical problems, especially for large-scale problems. A B&B-DCA algorithm is proposed by embedding DCA into the B&B algorithms, the new algorithm improves the computational performance and obtains a global optimal solution. Computational results show that the proposed B&B-DCA algorithm has the superiority of the branch number and computational time than general B&B. The nice features of DCA (inexpensiveness, reliability, robustness, globality of computed solutions, etc.) provide crucial support to the combined B&B-DCA for accelerating the convergence of B&B.
Reference Key
wang2012mathematicala Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Meihua Wang;Fengmin Xu;Chengxian Xu
Journal journal of power sources
Year 2012
DOI
10.1155/2012/364607
URL
http://dx.doi.org/10.1155/2012/364607
Keywords
civil engineering (general)mathematics engineering (general)

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