DC programming and DCA for general DC programs
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- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC programming approach for a class of bilevel programming problems and its application in portfolio selection
- A DC programming approach for planning a multisensor multizone search for a target
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- A Sufficient Condition for Exact Penalty in Constrained Optimization
- A computationally efficient feasible sequential quadratic programming algorithm
- A continuous DC programming approach to the strategic supply chain design problem from qualified partner set
- A continuous approach for the concave cost supply problem via DC programming and DCA
- A difference of convex functions algorithm for optimal scheduling and real-time assignment of preventive maintenance jobs on parallel processors
- A new decomposition algorithm for globally solving mathematical programs with affine equilibrium constraints
- An Armijo-type method for pseudomonotone equilibrium problems and its applications
- An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
- An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
- Behavior of DCA sequences for solving the trust-region subproblem
- Binary classification via spherical separator by DC programming and DCA
- Block clustering based on difference of convex functions (DC) programming and DC algorithms
- Convex Analysis
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- DC Programming Approach for a Class of Nonconvex Programs Involving l 0 Norm
- DC programming and DCA for general DC programs
- DC programming and DCA for globally solving the value-at-risk
- DC programming approaches for distance geometry problems
- DCA based algorithms for multiple sequence alignment (MSA)
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- Exact penalty and error bounds in DC programming
- Exact penalty for mathematical programs with linear complementarity constraints
- Exact penalty in d. c. programming
- Globally solving a nonlinear UAV task assignment problem by stochastic and deterministic optimization approaches
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- Learning sparse classifiers with difference of convex functions algorithms
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
- New and efficient algorithms for transfer prices and inventory holding policies in two-enterprise supply chains
- Nonlinear programming without a penalty function.
- Nonlinear wavelet image processing: variational problems, compression, and noise removal through wavelet shrinkage
- On solving linear complementarity problems by DC programming and DCA
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- Optimization and nonsmooth analysis
- Optimization. Algorithms and consistent approximations
- Optimizing a multi-stage production/inventory system by DC programming based approaches
- Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization
- Properties of two DC algorithms in quadratic programming
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA
- Solving partitioning-hub location-routing problem using DCA
- Solving the minimum M-dominating set problem by a continuous optimization approach based on DC programming and DCA
- Solving the multidimensional assignment problem by a cross-entropy method
- The Concave-Convex Procedure
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The subgradient extragradient method extended to equilibrium problems
- Variational Analysis
Cited in
(51)- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- D. C. optimization approach for finding Berge equilibrium in bimatrix game
- Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions
- Variations and extension of the convex-concave procedure
- The Confrontation of Two Clustering Methods in Portfolio Management: Ward’s Method Versus DCA Method
- A DC programming approach for sparse linear discriminant analysis
- Minimization of transformed L₁ penalty: theory, difference of convex function algorithm, and robust application in compressed sensing
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
- DC programming and DCA: thirty years of developments
- On minimizing difference of a SOS-convex polynomial and a support function over a SOS-concave matrix polynomial constraint
- Robust multicategory support vector machines using difference convex algorithm
- On solving difference of convex functions programs with linear complementarity constraints
- DC programming and DCA for challenging problems in bioinformatics and computational biology
- DCA approaches for simultaneous wireless information power transfer in MISO secrecy channel
- Effective algorithms for optimal portfolio deleveraging problem with cross impact
- DC approximation approaches for sparse optimization
- Variational inequality problem with DC programming as constraint
- DC programming : a variant of DCA via decomposition
- DC programming and DCA for enhancing physical layer security via cooperative jamming
- An effective branch and bound algorithm for generalized risk parity portfolio optimization
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- DC programming and DCA for a novel resource allocation problem in emerging area of cooperative physical layer security
- DC programming approaches for discrete portfolio optimization under concave transaction costs
- Estimating individualized treatment rules with risk constraint
- Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization
- DC programming and DCA for enhancing physical layer security in amplify-and-forward relay beamforming networks based on the SNR approach
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
- Computing B-stationary points of nonsmooth DC programs
- Penalty and augmented Lagrangian methods for constrained DC programming
- Minimizing sequences in a constrained DC optimization problem
- Confidence Bands for a Log-Concave Density
- Canonical duality-triality theory: unified understanding for modeling, problems, and NP-hardness in global optimization of multi-scale systems
- DC programming and DCA for enhancing physical layer security via relay beamforming strategies
- Open issues and recent advances in DC programming and DCA
- Some brief observations in minimizing the sum of locally Lipschitzian functions
- Stochastic difference-of-convex-functions algorithms for nonconvex programming
- Solving certain complementarity problems in power markets via convex programming
- A DCA for MPCCs converging to a S-stationary point
- DC programming and DCA for general DC programs
- Solving the minimum M-dominating set problem by a continuous optimization approach based on DC programming and DCA
- A DC Programming Approach for Mixed-Integer Linear Programs
- Addendum to the paper ‘Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies’
- Block clustering based on difference of convex functions (DC) programming and DC algorithms
- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Learning in repeated auctions
- Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints
- A continuous approach for the concave cost supply problem via DC programming and DCA
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
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