Truncated Codifferential Method
"If there is a problem you can't solve, then there is an easier problem you can solve: find it."
- George Polya
TCM
TCM is a Fortran implementation of the truncated codifferential method for nonsmooth DC programming [1]. The truncated codifferential method is based on the concept of codifferential [2] and it uses the explicit DC decomposition of the objective function. The software is free for academic teaching and research purposes but I ask you to refer the reference given below if you use it.
If you have any questions conserning the software, please contact directly the author Prof. Adil Bagirov.
Code
| codifDC.for | - truncated codifferential method. |
|---|---|
References
- [1] A. Bagirov, J. Ugon, "Codifferential method for minimizing nonsmooth DC functions", Journal of Global Optimization, Vol. 50, pp. 3–22, 2011.
- [2] V.F. Demyanov, A.M. Rubinov, "Constructive Nonsmooth Analysis", Approximation and Optimization, Vol. 7, Peter Lang, Frankfurt am Main, Germany, 1995.
