Article ID: | iaor19981477 |
Country: | Netherlands |
Volume: | 19 |
Issue: | 5 |
Start Page Number: | 207 |
End Page Number: | 216 |
Publication Date: | Nov 1996 |
Journal: | Operations Research Letters |
Authors: | An Le Thi Hoai, Tao Pham Dinh |
We present difference of convex functions optimization algorithms (DCA) for globally minimizing quadratic forms on Euclidean balls and spheres. Since these problems admit at most one local–nonglobal minimizer, DCA converges in general to a solution for these problems. Numerical simulations show robustness, stability and efficiency of DCA with respect to related standard methods.