Variations and extension of the convex-concave procedure
From MaRDI portal
Publication:2358020
DOI10.1007/s11081-015-9294-xzbMath1364.90260OpenAlexW2221524898MaRDI QIDQ2358020
Publication date: 20 June 2017
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-015-9294-x
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27)
Related Items
Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach, Convergence guarantees for a class of non-convex and non-smooth optimization problems, Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates, Confidence Bands for a Log-Concave Density, A hybrid method for solving non-convex min–max quadratic fractional problems under quadratic constraints, Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective, Operator splitting for adaptive radiation therapy with nonlinear health dynamics, An Algorithm for Maximizing a Convex Function Based on Its Minimum, DC semidefinite programming and cone constrained DC optimization. I: Theory, Revisiting strategies for fitting logistic regression for positive and unlabeled data, Suppression of vertical plasma displacements by control system of plasma unstable vertical position in D-shaped tokamak, Oscillations in mixed-feedback systems, On indefinite quadratic optimization over the intersection of balls and linear constraints, Estimating individualized treatment rules with risk constraint, Constraint reformulations for set point optimization problems using fuzzy cognitive map models, Block sparse signal recovery via minimizing the block \(q\)-ratio sparsity, Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors, A new global algorithm for factor-risk-constrained mean-variance portfolio selection, Minimax D-optimal designs for multivariate regression models with multi-factors, Robust support vector quantile regression with truncated pinball loss (RSVQR), Convex Maximization via Adjustable Robust Optimization, Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints, Space splitting convexification: a local solution method for nonconvex optimal control problems, Optimized data rate allocation for dynamic sensor fusion over resource constrained communication networks, Effective algorithms for optimal portfolio deleveraging problem with cross impact, Sparsity-promoting optimal control of cyber-physical systems over shared communication networks, Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies, Perceptron ranking using interval labels with ramp loss for online ordinal regression, Minimizing a sum of clipped convex functions, Optimal portfolio deleveraging under market impact and margin restrictions, DC decomposition of nonconvex polynomials with algebraic techniques, Support points, Linear biomarker combination for constrained classification, Lagrangian approximations for stochastic reachability of a target tube, A bundle method for nonsmooth DC programming with application to chance-constrained problems, Antagonistic control, MIMO PID tuning via iterated LMI restriction, Minimax robust designs for regression models with heteroscedastic errors, Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity, Solving certain complementarity problems in power markets via convex programming, Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving semidefinite-quadratic-linear programs using SDPT3
- Exact penalty and error bounds in DC programming
- An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
- On functions representable as a difference of convex functions
- Concave minimization via conical partitions and polyhedral outer approximation
- DC programming techniques for solving a class of nonlinear bilevel programs
- A sequential parametric convex approximation method with applications to nonconvex truss topology design problems
- On outer approximation methods for solving concave minimization problems
- A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
- Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and d.c. optimization problems
- Linear programs with an additional reverse convex constraint
- Reverse convex programming
- On solving a d.c. programming problem by a sequence of linear programs
- Stabilized column generation
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems
- Solving large scale molecular distance geometry problems by a smoothing technique via the Gaussian transform and D.C. programming
- Combination between global and local methods for solving an optimization problem over the efficient set
- Introduction to global optimization
- A combined DCA: GA for constructing highly nonlinear balanced Boolean functions in cryptography
- DC programming: overview.
- A continuous approach for the concave cost supply problem via DC programming and DCA
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- Richtungsfelder und Fernparallelismus in \(n\)-dimensionalen Mannigfaltigkeiten
- Experimental results on the crossover point in random 3-SAT
- CVXPY: A Python-Embedded Modeling Language for Convex Optimization
- MIMO PID tuning via iterated LMI restriction
- Sequential Quadratic Programming Methods
- Graph Implementations for Nonsmooth Convex Programs
- DC Programming and DCA for General DC Programs
- DC Programming Approaches for BMI and QMI Feasibility Problems
- The Cutting-Plane Method for Solving Convex Programs
- DC programming approach for portfolio optimization under step increasing transaction costs
- Cutting-set methods for robust convex optimization with pessimizing oracles
- The method of moving asymptotes—a new method for structural optimization
- Exact penalty functions in nonlinear programming
- Convergent Algorithms for Minimizing a Concave Function
- A central cutting plane algorithm for the convex programming problem
- Optimization Problems Subject to a Budget Constraint with Economies of Scale
- A Successive Underestimation Method for Concave Minimization Problems
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- The Geometry of Algorithms with Orthogonality Constraints
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- The Concave-Convex Procedure
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Block-iterative interior point optimization methods for image reconstruction from limited data
- Exact Penalty Functions in Constrained Optimization
- Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
- Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- Branch-and-Bound Methods: A Survey
- An Algorithm for Separable Nonconvex Programming Problems
- The Validity of a Family of Optimization Methods
- An Algorithm for Separable Nonconvex Programming Problems II: Nonconvex Constraints
- A quadratically-convergent algorithm for general nonlinear programming problems
- Inner approximation method for a reverse convex programming problem
- A trust region method based on interior point techniques for nonlinear programming.
- Global convergence of a nonlinear programming method using convex approximations
