Nonsmooth DCA
"If there is a problem you can't solve, then there is an easier problem you can solve: find it."
- George Polya
DCA
DCA is a Fortran 77 solver for nonsmooth DC programming by A. Bagirov. The solver is an implemantation of well-known DCA algorithm by L.T.H. An and P.D. Tao [1]. The convex subproblem included is solved applying the quasisecant method by A. Bagirov and A. Ganjehlou [2]. The software is free for academic teaching and research purposes but I ask you to refer the references given below, if you use it.
If you have any questions conserning the software, please contact directly the author Prof. Adil Bagirov.
Code
| NonsmoothDCA.for | - DCA. |
|---|---|
References
- [1] L.T.H. An, P.D.Tao, "The DC (difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems", Annals of Operations Research, Vol. 133, pp. 23–46, 2005.
- [2] A. Bagirov, A. Ganjehlou, "A quasisecant method for minimizing nonsmooth functions", Optimization Methods and Software, Vol. 25, No 1, pp. 3-18, 2010.
