D(C)-optimization and robust global optimization

D(C)-optimization and robust global optimization

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Article ID: iaor20104872
Volume: 47
Issue: 3
Start Page Number: 485
End Page Number: 501
Publication Date: Jul 2010
Journal: Journal of Global Optimization
Authors:
Abstract:

For solving global optimization problems with nonconvex feasible sets existing methods compute an approximate optimal solution which is not guaranteed to be close, within a given tolerance, to the actual optimal solution, nor even to be feasible. To overcome these limitations, a robust solution approach is proposed that can be applied to a wide class of problems called D(C)-optimization problems. DC optimization and monotonic optimization are particular cases of D(C)-optimization, so this class includes virtually every nonconvex global optimization problem of interest. The approach is a refinement and extension of an earlier version proposed for dc and monotonic optimization.

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