Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 54th Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : F334
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Host: Institute of Systems, Control and Information Engineers

An inner approximation method for solving a DC programming problem
*Syuuji Yamada, Tamaki Tanaka, Tetsuzo Tanino
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Keywords: DC programming problem, Inner approximation method, penalty function method
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Abstract
In this study, we propose an inner approximation method for solving a DC programming problem with a reverse convex constraint defined by a bounded open convex set. It is shown that the algorithm has the global convergence by utilizing an approximation of the set by a sequence of polytopes from inside.
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© 2010 The Institute of Systems, Control and Information Engineers
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