DC programming: overview.
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Cites work
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- A Fenchel-Rockafellar type duality theorem for maximization
- A Successive Underestimation Method for Concave Minimization Problems
- A finite cutting plane method for solving linear programs with an additional reverse convex constraint
- A general theory of dual optimization problems
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- Algorithms for the vector maximization problem
- Approximation of solutions for location problems
- Computing a global optimal solution to a design centering problem
- Concave duality: Application to problems dealing with difference of functions
- Concave minimization via conical partitions and polyhedral outer approximation
- Constraint decomposition algorithms in global optimization
- Convergent Algorithms for Minimizing a Concave Function
- Convex Analysis
- Convex programs with an additional reverse convex constraint
- Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
- Duality in nonconvex optimization
- Introduction to global optimization
- Linear programs with an additional reverse convex constraint
- Mathematical Programs with Equilibrium Constraints
- Maximizing a concave function over the efficient or weakly-efficient set
- Minimization of continuous convex functional on complements of convex subsets of locally convex spaces1
- Necessary and sufficient global optimality conditions for convex maximization revisited
- New results in the packing of equal circles in a square
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- On finding new vertices and redundant constraints in cutting plane algorithms for global optimization
- On functions representable as a difference of convex functions
- On solving a d.c. programming problem by a sequence of linear programs
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- On-line and off-line vertex enumeration by adjacency lists
- Optimization Problems Subject to a Budget Constraint with Economies of Scale
- Optimization over the efficient set
- Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem
- Outer approximation by polyhedral convex sets
- Reverse convex programming
- Some further duality theorems for optimization problems with reverse convex constraint sets
- The Packing of Equal Circles in a Square
- The conjugate of the difference of convex functions
- The design centering problem as a d.c. programming problem
Cited in
(only showing first 100 items - show all)- Duality bound method for the general quadratic programming problem with quadratic constraints
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- Solving the median problem with continuous demand on a network
- A note on optimality conditions for DC programs involving composite functions
- On a continuous approach for the maximum weighted clique problem
- Solving a Huff-like Stackelberg location problem on networks
- Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
- Kernel methods in system identification, machine learning and function estimation: a survey
- Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems
- The ABC of DC programming
- Assessing robustness of classification using an angular breakdown point
- Lagrange duality in canonical DC programming
- Sensorless supervision of linear dynamical systems: the feed-forward command governor approach
- A difference of convex formulation of value-at-risk constrained optimization
- A non-convex algorithm framework based on DC programming and DCA for matrix completion
- An efficient DC programming approach for portfolio decision with higher moments
- On modeling and global solutions for d.c. optimization problems by canonical duality theory
- Minimizing compositions of differences-of-convex functions with smooth mappings
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- New Bregman proximal type algoritms for solving DC optimization problems
- Large-scale regression with non-convex loss and penalty
- A new linearization method for generalized linear multiplicative programming
- On the pervasiveness of difference-convexity in optimization and statistics
- A subgradient-based convex approximations method for DC programming and its applications
- Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces
- Variations and extension of the convex-concave procedure
- A unified Douglas-Rachford algorithm for generalized DC programming
- Sequential convex programming for computing information-theoretic minimal partitions: nonconvex nonsmooth optimization
- Continuous relaxation for discrete DC programming
- Majorization-minimization generalized Krylov subspace methods for \({\ell _p}\)-\({\ell _q}\) optimization applied to image restoration
- Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
- General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems
- An augmented subgradient method for minimizing nonsmooth DC functions
- A difference of convex optimization algorithm for piecewise linear regression
- Incremental majorization-minimization optimization with application to large-scale machine learning
- Rejoinder of ``Dynamic treatment regimes: technical challenges and applications
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints
- On the norm of a dc function
- On a smooth dual gap function for a class of quasi-variational inequalities
- Lagrange-type duality in DC programming
- A framework for optimization under ambiguity
- DC programming and DCA: thirty years of developments
- A biobjective approach to recoverable robustness based on location planning
- Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
- A refined inertial DC algorithm for DC programming
- Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets
- Optimization of the norm of a vector-valued DC function and applications
- The directional subdifferential of the difference of two convex functions
- DC decomposition of nonconvex polynomials with algebraic techniques
- Continuous relaxation for discrete DC programming
- Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
- A general nonconvex multiduality principle
- Extensions on ellipsoid bounds for quadratic integer programming
- Analysis and Solution Methods for Bilevel Optimal Control Problems
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
- An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems
- Reliability, MTTF and steady-state availability analysis of systems with exponential lifetimes
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios
- Locating a semi-obnoxious facility in the special case of Manhattan distances
- Quantitative results on algorithms for zeros of differences of monotone operators in Hilbert space
- Team Orienteering with Time-Varying Profit
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- The hill detouring method for minimizing hinging hyperplanes functions
- Signal and image approximation with level-set constraints
- Some new Farkas-type results for inequality systems with DC functions
- Location of a distribution center for a perishable product
- A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem
- A branch and reduce approach for solving a class of low rank d.c. programs
- Solving inverse optimal control problems via value functions to global optimality
- A Nonlocal Graph-PDE and Higher-Order Geometric Integration for Image Labeling
- Some comments on Russell graph efficiency measures in data envelopment analysis: the multiplicative approach
- Solving polyhedral d.c. optimization problems via concave minimization
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- On characterization of fuzzy vectors and its applications to fuzzy mathematical programming problems
- Sign reversion approach to concave minimization problems
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- On Fenchel c -conjugate dual problems for DC optimization: characterizing weak, strong and stable strong duality
- Data-driven distributionally robust capacitated facility location problem
- On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems
- A class of semi-supervised support vector machines by DC programming
- A general double-proximal gradient algorithm for d.c. programming
- Necessary and sufficient optimality conditions in DC semi-infinite programming
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- 3-D dynamic UAV base station location problem
- On the computation of convex robust control invariant sets for nonlinear systems
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The DTC (difference of tangentially convex functions) programming: optimality conditions
- scientific article; zbMATH DE number 7811224 (Why is no real title available?)
- Exact penalty and error bounds in DC programming
- A maximum trip covering location problem with an alternative mode of transportation on tree networks and segments
- A parametric branch and bound approach to suboptimal explicit hybrid MPC
- Constructing a DC decomposition for ordered median problems
- Clustering and the perturbed spatial median
- Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience
- Error bounds for the difference of two convex multifunctions
- Sparse signal recovery via generalized Gaussian function
- A literature review on circle and sphere packing problems: models and methodologies
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