The Difference of Convex functions Algorithm (DCA) is used to solve nonconvex
optimization problems over a certain convex set, specifically quadratic
programming ones, generally by finding approximate solutions. DCA efficiency
depends on two basic parameters that directly affect the speed of its
convergence towards the optimal solution. The first parameter is the
selected decomposition and the second is the assigned initial point. The aim
of this study was to create a new algorithm that allows overcoming the need
for a pre-selected initial estimate of the DCA. To achieve this aim, we
performed an experimental study with 107 test problems using an
implementation framework with MATLAB. Assessment was based on key
performance indicators: (a) the time required to reach the initial point and
solution and (b) the number of iterations. We selected three initial points,
the first (xlin 0) is the minimum of the linear part of the nonconvex
quadratic problem (NCQP), the second (xcvx 0) is the approximate global
minimum of the convex part, and the third (xcve 0) is the approximate
global minimum of the concave part. We compared between the minimuma
computed by DCA for each of the three initial estimates. The results
demonstrated clear advantage of the DCA algorithm with (xlin 0). Based on
this outcome, we constructed a novel algorithm called Initialized DCA (IDCA)
that allows implementation of the DCA with the best initial estimate without
the requirement for a pre-determined initial point.