Outer Approximation Algorithms for Canonical DC Problems
The paper discusses a general framework for outer approximation type algorithms for the canonical DC optimization problem. A thorough analysis of properties which guarantee convergence is carried out:
different sets of general conditions are proposed and compared. They are exploited to build six different algorithms, which include the first cutting plane algorithm proposed by Tuy but also new ones.
Approximate optimality conditions are introduced to guarantee the termination of the algorithms and the relationships with the global optimal value are discussed.