DC approximation approaches for sparse optimization

DOI10.1016/j.ejor.2014.11.031zbMath1346.90819arXiv1407.0286OpenAlexW2963769561MaRDI QIDQ319281

Tao Pham Dinh, Hoai An Le Thi, Xuan Thanh Vo, Hoai Minh Le

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.0286

zbMATH Keywords

global optimizationsparse optimizationDC approximation functionDC programming and DCAfeature selection in SVM

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (63)

Sparsity constrained optimization problems via disjunctive programming ⋮ A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning ⋮ Global optimization for sparse solution of least squares problems ⋮ Difference of convex functions algorithms (DCA) for image restoration via a Markov random field model ⋮ A multi-kernel support tensor machine for classification with multitype multiway data and an application to cross-selling recommendations ⋮ DC programming and DCA for solving Brugnano-Casulli piecewise linear systems ⋮ DC programming and DCA for enhancing physical layer security via cooperative jamming ⋮ Composite Difference-Max Programs for Modern Statistical Estimation Problems ⋮ Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation ⋮ The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems ⋮ A necessary and sufficient condition for sparse vector recovery via \(\ell_1-\ell_2\) minimization ⋮ Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems ⋮ Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring ⋮ Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity ⋮ Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm ⋮ Heuristics for Finding Sparse Solutions of Linear Inequalities ⋮ Neural network for a class of sparse optimization with \(L_0\)-regularization ⋮ A smoothing method for sparse optimization over convex sets ⋮ Solving an Infinite-Horizon Discounted Markov Decision Process by DC Programming and DCA ⋮ Proximal variable metric method with spectral diagonal update for large scale sparse optimization ⋮ Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix ⋮ Adaptive robust adaboost-based twin support vector machine with universum data ⋮ Structural properties of affine sparsity constraints ⋮ Distributed nonconvex constrained optimization over time-varying digraphs ⋮ Convergence rate analysis of an extrapolated proximal difference-of-convex algorithm ⋮ \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery ⋮ A Unified View of Exact Continuous Penalties for $\ell_2$-$\ell_0$ Minimization ⋮ Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression ⋮ 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 ⋮ A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems ⋮ Open issues and recent advances in DC programming and DCA ⋮ Linear-step solvability of some folded concave and singly-parametric sparse optimization problems ⋮ A new conceptual framework for the therapy by optimized multidimensional pulses of therapeutic activity. The case of multiple myeloma model ⋮ Unnamed Item ⋮ Efficient Nonnegative Matrix Factorization by DC Programming and DCA ⋮ A Robust Regression Framework with Laplace Kernel-Induced Loss ⋮ Sparse Covariance Matrix Estimation by DCA-Based Algorithms ⋮ Unnamed Item ⋮ DC programming and DCA for enhancing physical layer security via relay beamforming strategies ⋮ On the pervasiveness of difference-convexity in optimization and statistics ⋮ Novel DCA based algorithms for a special class of nonconvex problems with application in machine learning ⋮ A LogTVSCAD nonconvex regularization model for image deblurring in the presence of impulse noise ⋮ DCA based algorithms for feature selection in multi-class support vector machine ⋮ DC programming and DCA: thirty years of developments ⋮ DC formulations and algorithms for sparse optimization problems ⋮ Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing ⋮ Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations ⋮ Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach ⋮ Computation of second-order directional stationary points for group sparse optimization ⋮ DC Approximation Approach for ℓ0-minimization in Compressed Sensing ⋮ DC Programming and DCA for a Novel Resource Allocation Problem in Emerging Area of Cooperative Physical Layer Security ⋮ Stochastic DCA for Sparse Multiclass Logistic Regression ⋮ Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations ⋮ Correntropy-based metric for robust twin support vector machine ⋮ Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression ⋮ Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem ⋮ The modified second APG method for DC optimization problems ⋮ Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model ⋮ Unnamed Item ⋮ Algorithmic versatility of SPF-regularization methods ⋮ A new sufficient condition for sparse vector recovery via ℓ1 − ℓ2 local minimization ⋮ Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Exact penalty and error bounds in DC programming
• A DC programming approach for solving the symmetric eigenvalue complementarity problem
• An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Self-organizing maps by difference of convex functions optimization
• Some sharp performance bounds for least squares regression with \(L_1\) regularization
• Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
• Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
• One-step sparse estimates in nonconcave penalized likelihood models
• A bilinear formulation for vector sparsity optimization
• Concave programming for minimizing the zero-norm over polyhedral sets
• Parsimonious least norm approximation
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
• Sparse high-dimensional fractional-norm support vector machine via DC programming
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• Combination between global and local methods for solving an optimization problem over the efficient set
• Support-vector networks
• Solving the minimum M-dominating set problem by a continuous optimization approach based on DC programming and DCA
• Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
• A new efficient algorithm based on DC programming and DCA for clustering
• Binary classification via spherical separator by DC programming and DCA
• A DC programming approach for feature selection in support vector machines learning
• A continuous approach for the concave cost supply problem via DC programming and DCA
• A continuous DC programming approach to the strategic supply chain design problem from qualified partner set
• Optimization based DC programming and DCA for hierarchical clustering
• An affine scaling methodology for best basis selection
• DC Programming Approaches for Distance Geometry Problems
• Learning sparse classifiers with difference of convex functions algorithms
• A Difference of Convex Functions Algorithm for Switched Linear Regression
• Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
• DC Programming and DCA for General DC Programs
• Decoding by Linear Programming
• Sparse representations in unions of bases
• Highly Robust Error Correction byConvex Programming
• DC Programming Approach for a Class of Nonconvex Programs Involving l 0 Norm
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
• 10.1162/153244303322753751
• Sparse Approximate Solutions to Linear Systems
• Matching pursuits with time-frequency dictionaries
• Block Clustering Based on Difference of Convex Functions (DC) Programming and DC Algorithms
• Multicategory ψ-Learning
• Combined SVM-based feature selection and classification
• Gene selection for cancer classification using support vector machines

This page was built for publication: DC approximation approaches for sparse optimization