A Difference of Convex Functions Algorithm for Switched Linear Regression

DOI10.1109/TAC.2014.2301575MaRDI QIDQ2983095zbMATH OpenOpenAlexFDO

Authors Pham Dinh Tao, Le Thi Hoai An, Fabien Lauer, H. M. Le

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2014.2301575

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonconvex programming, global optimization (90C26) Identification in stochastic control theory (93E12)

Cited in

(7)

• Identification of multiple-mode linear models based on particle swarm optimizer with cyclic network mechanism
• The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings
• Global optimization for low-dimensional switching linear regression and bounded-error estimation
• DC approximation approaches for sparse optimization
• On the complexity of switching linear regression
• On the complexity of piecewise affine system identification
• DC programming and DCA for solving Brugnano-Casulli piecewise linear systems

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