DC formulations and algorithms for sparse optimization problems
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- DC approximation approaches for sparse optimization
- scientific article; zbMATH DE number 757676
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Sparse optimization theory and methods
- On solutions of sparsity constrained optimization
- Algorithms for sparsity-constrained optimization
- Sparse solutions of a class of constrained optimization problems
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations
- Optimization algorithms for sparse representations and applications
- On d.c. optimization problems
Cites work
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC programming approach for feature selection in support vector machines learning
- A DC programming approach for sparse linear discriminant analysis
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A proof of convergence of the concave-convex procedure using Zangwill's theory
- A Singular Value Thresholding Algorithm for Matrix Completion
- An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
- Best subset selection via a modern optimization lens
- Compressed sensing
- Convex analysis and monotone operator theory in Hilbert spaces
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- CVaR norm and applications in optimization
- DC approximation approach for \(\ell_0\)-minimization in compressed sensing
- DC approximation approaches for sparse optimization
- De-noising by soft-thresholding
- Decoding by Linear Programming
- Exact matrix completion via convex optimization
- Exact penalty and error bounds in DC programming
- Exact penalty in d. c. programming
- Fixed point and Bregman iterative methods for matrix rank minimization
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Gradient methods for minimizing composite functions
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- scientific article; zbMATH DE number 3876377 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 914364 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Linear best approximation using a class of polyhedral norms
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- Nearly unbiased variable selection under minimax concave penalty
- On matrix approximation problems with Ky Fan \(k\) norms
- On the Moreau-Yosida regularization of the vector k-norm related functions
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Properties of two DC algorithms in quadratic programming
- Robust investment strategies with discrete asset choice constraints using DC programming
- Robust linear optimization under general norms.
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
- Sparse and stable Markowitz portfolios
- Sparse Approximate Solutions to Linear Systems
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Time bounds for selection
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(88)- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- On the pervasiveness of difference-convexity in optimization and statistics
- A proximal difference-of-convex algorithm with extrapolation
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach
- A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations
- The proximal methods for solving absolute value equation
- A Lagrange-Newton algorithm for sparse nonlinear programming
- Data clustering based on the modified relaxation Cheeger cut model
- Alternating DC algorithm for partial DC programming problems
- An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems
- An inexact proximal DC algorithm with sieving strategy for rank constrained least squares semidefinite programming
- The use of grossone in elastic net regularization and sparse support vector machines
- A solution approach for cardinality minimization problem based on fractional programming
- On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression
- Feature selection in SVM via polyhedral \(k\)-norm
- A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems
- The modified second APG method for DC optimization problems
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- A proximal algorithm with backtracked extrapolation for a class of structured fractional programming
- A global exact penalty for rank-constrained optimization problem and applications
- Conic formulation of QPCCs applied to truly sparse QPs
- Error bound and isocost imply linear convergence of DCA-based algorithms to D-stationarity
- Polytopal balls arising in optimization
- A three-operator splitting algorithm for nonconvex sparsity regularization
- First-order algorithms for a class of fractional optimization problems
- The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
- Difference-of-Convex Algorithms for a Class of Sparse Group \ell₀ Regularized Optimization Problems
- Deforming \(\|.\|_1\) into \(\|.\|_{\infty}\) via polyhedral norms: a pedestrian approach
- Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras
- DC optimization for constructing discrete Sugeno integrals and learning nonadditive measures
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
- Convergence guarantees for a class of non-convex and non-smooth optimization problems
- Nonmonotone enhanced proximal DC algorithms for a class of structured nonsmooth DC programming
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
- Applications of the proximal difference-of-convex algorithm with extrapolation in optimal correction
- Orthant-strictly monotonic norms, generalized top-k and k-support norms and the _0 pseudonorm
- Convergence rate analysis of an extrapolated proximal difference-of-convex algorithm
- A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems
- Sum-of-squares relaxations in robust DC optimization and feature selection
- Inexact proximal DC Newton-type method for nonconvex composite functions
- A three-operator splitting algorithm with deviations for generalized DC programming
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
- An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
- Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization
- A proximal alternating direction method of multipliers for DC programming with structured constraints
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs
- A boosted DC algorithm for non-differentiable DC components with non-monotone line search
- Penalty method for the sparse portfolio optimization problem
- Joint sparse optimization: lower-order regularization method and application in cell fate conversion
- Cardinality minimization, constraints, and regularization: a survey
- Dual formulation of the sparsity constrained optimization problem: application to classification
- Difference of Convex programming in adversarial SVM
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- A Lagrange–Newton algorithm for tensor sparse principal component analysis
- A unified Bregman alternating minimization algorithm for generalized DC programs with application to imaging
- Level constrained first order methods for function constrained optimization
- The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results
- An exact penalty approach for general ℓ 0 -sparse optimization problems
- Nonconvex regularizer and homotopy-based sparse optimization: convergent algorithms and applications
- A proximal alternative directional method of multipliers for a class of low rank matrix recovery problems
- Convergence of a class of algorithms with the level-set subdifferential error bound
- Nonconvex truncated conditional value at risk-based sparse linear regression
- An inexact boosted difference of convex algorithm for nondifferentiable functions
- Equivalence of the Polyak-Łojasiewicz-Kurdyka exponent via difference-of-Moreau-envelope smoothing
- A distributionally robust machine learning model of simultaneous classification and feature selection under data uncertainty: theory, methods, and application to the identification of Alzheimer's disease using handwriting
- Global solution algorithms for DC programming via polyhedral approximations of convex functions
- Three operator splitting algorithms for solving nonsmooth DC programming problems
- General inertial proximal DC algorithm for three block nonsmooth DC optimization problems
- A multi-step inertial Bregman proximal DC algorithm and its application to solving some inverse problems
- A four-operator splitting algorithm for nonconvex and nonsmooth optimization
- An inexact Bregman proximal difference-of-convex algorithm with two types of relative stopping criteria
- The modified second APG method for a class of nonconvex nonsmooth problems
- Contractive difference-of-convex algorithms
- Limited memory bundle DC algorithm for sparse pairwise kernel learning
- New Douglas-Rashford splitting algorithms for generalized DC programming with applications in machine learning
- An inertial Bregman proximal DC algorithm for generalized DC programming with application to data completion
- An inexact proximal DC algorithm for the large-scale cardinality constrained mean-variance model in sparse portfolio selection
- An extragradient method for generalized DC programming
- Predicting pairwise interaction affinities with ℓ 0 -penalized least squares–a nonsmooth bi-objective optimization based approach*
- Two-step inertial proximal difference-of-convex algorithm
- An efficient proximal algorithm for squared L1 over L2 regularized sparse recovery
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