| Article ID: | iaor19951508 |
| Country: | Netherlands |
| Volume: | 15 |
| Issue: | 2 |
| Start Page Number: | 73 |
| End Page Number: | 79 |
| Publication Date: | Mar 1994 |
| Journal: | Operations Research Letters |
| Authors: | Phong Thai Quynh |
The paper considers the problem of globally minimizing a d.c. (difference of two convex functions) function under d.c. constraints. Under a certain condition the problem can be reduced to an unconstrained d.c. minimization problem. A simple outer approximation algorithm is then proposed.