Sequential Convex Programming Methods for Solving Nonlinear Optimization Problems with DC constraints
Published • Jul 28, 2011
Authors:,
Tran Dinh Quoc
Moritz Diehl
Abstract
This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization problems with DC constraints and prove its convergence. Then we com...
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