Algorithm 1
Suboptimal Solution for DC Problems
1) Initialize x ( 0 ) , set iteration number k = 0 .
2) do { define convex approximation of q ( k ) ( x ) as
3) q ^ ( k ) ( x ) = f ( x ) − g ( x ( k ) ) − ∇ g T ( x ( k ) ) ( x − x ( k ) ) (15)
4) solve the convex problem
5) x ( k + 1 ) = arg min x ∈ χ q ^ ( k ) ( x ) (16)
6) k + +
7) } while ( | q ( x ( k + 1 ) ) − q ( x ( k ) ) | ≥ ε );
8) end