DC programming: overview.
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Cites work
- A Fenchel-Rockafellar type duality theorem for maximization
- 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
- A Successive Underestimation Method for Concave Minimization Problems
- 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
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- scientific article; zbMATH DE number 3950216 (Why is no real title available?)
- scientific article; zbMATH DE number 3961360 (Why is no real title available?)
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- scientific article; zbMATH DE number 757676 (Why is no real title available?)
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- scientific article; zbMATH DE number 3215121 (Why is no real title available?)
- 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 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 Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- On-line and off-line vertex enumeration by adjacency lists
- Optimization over the efficient set
- Optimization Problems Subject to a Budget Constraint with Economies of Scale
- 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 conjugate of the difference of convex functions
- The design centering problem as a d.c. programming problem
- The Packing of Equal Circles in a Square
Cited in
(only showing first 100 items - show all)- DC programming and DCA for globally solving the value-at-risk
- Optimality conditions and duality for DC programming in locally convex spaces
- Constructing a DC decomposition for ordered median problems
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- On global optimality conditions and cutting plane algorithms
- Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints
- Reliability, MTTF and steady-state availability analysis of systems with exponential lifetimes
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios
- Global convergence of proximal iteratively reweighted algorithm
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- DC programming algorithm for clusterwise linear \(L_1\) regression
- On global optimization with indefinite quadratics
- D.C. programming approach for solving an applied ore-processing problem
- A note on optimality conditions for DC programs involving composite functions
- On modeling and global solutions for d.c. optimization problems by canonical duality theory
- On the pervasiveness of difference-convexity in optimization and statistics
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- Extended Farkas's lemmas and strong dualities for conic programming involving composite functions
- DC programming and DCA: thirty years of developments
- DC decomposition of nonconvex polynomials with algebraic techniques
- Continuous relaxation for discrete DC programming
- A general nonconvex multiduality principle
- A biobjective approach to recoverable robustness based on location planning
- Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
- The hill detouring method for minimizing hinging hyperplanes functions
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- A framework for optimization under ambiguity
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- Assessing robustness of classification using an angular breakdown point
- Locating a semi-obnoxious facility in the special case of Manhattan distances
- Data-driven distributionally robust capacitated facility location problem
- Multiple-source adaptation theory and algorithms
- Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
- Some comments on Russell graph efficiency measures in data envelopment analysis: the multiplicative approach
- A unified Douglas-Rachford algorithm for generalized DC programming
- A fast proximal iteratively reweighted nuclear norm algorithm for nonconvex low-rank matrix minimization problems
- The DTC (difference of tangentially convex functions) programming: optimality conditions
- Sparse signal recovery via generalized Gaussian function
- A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations
- Oscillations in mixed-feedback systems
- Clusterwise support vector linear regression
- Large-scale regression with non-convex loss and penalty
- Solving polyhedral d.c. optimization problems via concave minimization
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- An augmented subgradient method for minimizing nonsmooth DC functions
- A class of semi-supervised support vector machines by DC programming
- Lagrange duality in canonical DC programming
- Sensorless supervision of linear dynamical systems: the feed-forward command governor approach
- On convexification of system identification criteria
- A binarisation heuristic for non-convex quadratic programming with box constraints
- New global optimality conditions for nonsmooth DC optimization problems
- A difference of convex optimization algorithm for piecewise linear regression
- Parametric convex quadratic relaxation of the quadratic knapsack problem
- A general double-proximal gradient algorithm for d.c. programming
- Regularity conditions characterizing Fenchel-Lagrange duality and Farkas-type results in DC infinite programming
- A non-convex algorithm framework based on DC programming and DCA for matrix completion
- (-)efficiency in difference vector optimization
- A tight analysis of the submodular-supermodular procedure
- Variations and extension of the convex-concave procedure
- A subgradient-based convex approximations method for DC programming and its applications
- Majorization-minimization generalized Krylov subspace methods for \({\ell _p}\)-\({\ell _q}\) optimization applied to image restoration
- Large-scale standard pooling problems with constrained pools and fixed demands
- On a continuous approach for the maximum weighted clique problem
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities
- Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems
- General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems
- Solving inverse optimal control problems via value functions to global optimality
- An algorithm for bounded-error identification of nonlinear systems based on DC functions
- On optimization over the efficient set in linear multicriteria programming
- A set-membership state estimation algorithm based on DC programming
- A sample-path approach to optimal position liquidation
- Collusive game solutions via optimization
- Solving the median problem with continuous demand on a network
- Location of a distribution center for a perishable product
- On subdifferentials via a generalized conjugation scheme: an application to DC problems and optimality conditions
- A reformulation-linearization technique for optimization over simplices
- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Calmness of partial perturbation to composite rank constraint systems and its applications
- Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
- A proof of convergence of the concave-convex procedure using Zangwill's theory
- A proximal alternating linearization method for nonconvex optimization problems
- Collision avoidance command governor for multi-vehicle unmanned systems
- Convergence analysis of a proximal point algorithm for minimizing differences of functions
- Big segment small segment global optimization algorithm on networks
- DC Programming Approaches for BMI and QMI Feasibility Problems
- Global convergence of a proximal linearized algorithm for difference of convex functions
- A difference of convex formulation of value-at-risk constrained optimization
- A closedness condition and its applications to DC programs with convex constraints
- scientific article; zbMATH DE number 3950216 (Why is no real title available?)
- Total Lagrange duality for DC infinite optimization problems
- Rejoinder of ``Dynamic treatment regimes: technical challenges and applications
- An efficient DC programming approach for portfolio decision with higher moments
- Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Toland-singer formula cannot distinguish a global minimizer from a choice of stationary points*
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- Exact penalty and error bounds in DC programming
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