<p>In this paper, we are interested in solving a DC programming problem <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\((\mathscr {P})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="script">P</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. To this end, we first consider an equivalent problem (<i>Q</i>) of <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\((\mathscr {P})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="script">P</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> which we decompose into a family of convex subproblems <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(({Q}_{x^*})_{x^*\in \mathbb {R}^n\setminus \{0\}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi>Q</mi> <msup> <mi>x</mi> <mo>∗</mo> </msup> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <msup> <mi>x</mi> <mo>∗</mo> </msup> <mo>∈</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> <mo lspace="0.15em" rspace="0.15em" stretchy="false">\</mo> <mrow> <mo stretchy="false">{</mo> <mn>0</mn> <mo stretchy="false">}</mo> </mrow> </mrow> </msub> </math></EquationSource> </InlineEquation>. Then, we propose a variant DC algorithm (VDCA) to solve a subfamily <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\((Q_k)_{{k\in \mathbb {N}}^*}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi>Q</mi> <mi>k</mi> </msub> <mo stretchy="false">)</mo> </mrow> <msup> <mrow> <mi>k</mi> <mo>∈</mo> <mi mathvariant="double-struck">N</mi> </mrow> <mo>∗</mo> </msup> </msub> </math></EquationSource> </InlineEquation> of <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(({Q}_{x^*})_{x^*\in \mathbb {R}^n\setminus \{0\}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi>Q</mi> <msup> <mi>x</mi> <mo>∗</mo> </msup> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <msup> <mi>x</mi> <mo>∗</mo> </msup> <mo>∈</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> <mo lspace="0.15em" rspace="0.15em" stretchy="false">\</mo> <mrow> <mo stretchy="false">{</mo> <mn>0</mn> <mo stretchy="false">}</mo> </mrow> </mrow> </msub> </math></EquationSource> </InlineEquation>. Finally, we show that any accumulation point of a sequence of solutions generated by the algorithm is a DC critical point of the original problem <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\((\mathscr {P})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="script">P</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. Numerical examples are given for comparison with the classical DCA algorithm.</p>

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DC programming : a variant of DCA via decomposition

  • Mostafa El Haffari,
  • Abdelmalek ABOUSSOROR

摘要

In this paper, we are interested in solving a DC programming problem \((\mathscr {P})\) ( P ) . To this end, we first consider an equivalent problem (Q) of \((\mathscr {P})\) ( P ) which we decompose into a family of convex subproblems \(({Q}_{x^*})_{x^*\in \mathbb {R}^n\setminus \{0\}}\) ( Q x ) x R n \ { 0 } . Then, we propose a variant DC algorithm (VDCA) to solve a subfamily \((Q_k)_{{k\in \mathbb {N}}^*}\) ( Q k ) k N of \(({Q}_{x^*})_{x^*\in \mathbb {R}^n\setminus \{0\}}\) ( Q x ) x R n \ { 0 } . Finally, we show that any accumulation point of a sequence of solutions generated by the algorithm is a DC critical point of the original problem \((\mathscr {P})\) ( P ) . Numerical examples are given for comparison with the classical DCA algorithm.