Implementation of the Horst algorithm for difference convex programming
Description: The directory has three files:
1) global_optimum_difference_convex.m: This file contains the Horst algorithm
2) test_global_optimization_horst.m: This is a test file that illustrate the use of our algorithm to solve example 1 in the paper "On solving a D.C. Programming Problem by a Sequence of Linear Programs"
3) test_global_optimization_horst_2.m: This is a test file that illustrate the use of our algorithm to solve example 2 in the same paper.
4) I do not test other examples. I found very few examples in the literature. Please let me know if you find any trouble with one example
5) The algorithm may fail to converge if you give wrong gradients or if functions are not convex. The algorithm do not check the convexity of the functions.
6) I'am aware that this could be not the best way to implement the algorithm of Horst, I will appreciate any constructive criticism.
Cite As
Kammoun (2024). Implementation of the Horst algorithm for difference convex programming (https://www.mathworks.com/matlabcentral/fileexchange/35346-implementation-of-the-horst-algorithm-for-difference-convex-programming), MATLAB Central File Exchange. Retrieved .
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Version | Published | Release Notes | |
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1.0.0.0 |