A Branch-and-Bound Algorithm Embedded with DCA for DC Programming
The special importance of Difference of Convex (DC) functions programming has been recognized in recent studies on nonconvex optimization problems. In this work, a class of DC programming derived from the portfolio selection problems is studied. The most popular method applied to solve the problem i...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
|
| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2012/364607 |