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DC decompositions and cutting-plane approximation: geometry and complexity

Abstract

We study how Difference of Convex (DC) decomposition affects cutting-plane approximation in global optimization. For a smooth decomposition f = g−h, let d be the dimension of the span of all Hessian ranges of g over the convex hull of a compact feasible set. The smallest attainable dimension equals the minimum rank of a constant positive semidefinite matrix majorizing the Hessians of f on that convex hull, and is attained by a quadratic first component. Retaining earlier gradient cuts and accepting new cuts only when the model error exceeds ε gives an O(ε−d/2) bound on accepted cuts. For an adaptive global DC method, this also bounds the number of subproblems solved exactly and globally. Under nondegeneracy, the exponent is sharp for uniform cutting-plane approximation of quadratic first components. A structured example reduces the certified exponent from n/2 to 1/2 and the global subproblem to one variable.

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BibTeX
@misc{pirani2026decompositions,
  title = {{DC decompositions and cutting-plane approximation: geometry and complexity}},
  author = {Fahaar M. Pirani},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2609.28319},
  eprint = {2609.28319},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.28319},
}
RIS
TY  - UNPB
TI  - DC decompositions and cutting-plane approximation: geometry and complexity
AU  - Fahaar M. Pirani
PY  - 2026
DA  - 2026/10/17
PB  - arXiv
DO  - 10.48550/arxiv.2609.28319
UR  - https://arxiv.org/abs/2609.28319
AB  - We study how Difference of Convex (DC) decomposition affects cutting-plane approximation in global optimization. For a smooth decomposition f = g−h, let d be the dimension of the span of all Hessian ranges of g over the convex hull of a compact feasible set. The smallest attainable dimension equals the minimum rank of a constant positive semidefinite matrix majorizing the Hessians of f on that convex hull, and is attained by a quadratic first component. Retaining earlier gradient cuts and accepting new cuts only when the model error exceeds ε gives an O(ε^−d/2) bound on accepted cuts. For an adaptive global DC method, this also bounds the number of subproblems solved exactly and globally. Under nondegeneracy, the exponent is sharp for uniform cutting-plane approximation of quadratic first components. A structured example reduces the certified exponent from n/2 to 1/2 and the global subproblem to one variable.
ER  -