Improvement of eigen vector approximation method in DC programming (Study on Nonlinear Analysis and Convex Analysis)

Abstract

In this paper, we propose a global optimization algorithm based on a procedure for listing KKT points to solve a quadratic canonical de programming problem (QDC) whose feasible set is expressed as the area excluded the interior of a convex set from another convex set. We can obtain an approximate solution of (QDC) by combining our algorithm with a parametric optimization method and branch-and-bound procedure.