DC Programming and DCA for General DC Programs

DOI10.1007/978-3-319-06569-4_2zbMath1322.90072OpenAlexW9274362MaRDI QIDQ3192952

Tao Pham Dinh, Hoai An Le Thi, van Ngai Huynh

Publication date: 14 October 2015

Published in: Advanced Computational Methods for Knowledge Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06569-4_2

zbMATH Keywords

DCAsubdifferentialconstraint qualificationDC programmingDC constraintsnonsmooth penalty function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Related Items (43)

Variations and extension of the convex-concave procedure ⋮ Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions ⋮ Confidence Bands for a Log-Concave Density ⋮ Addendum to the paper ‘Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies’ ⋮ DC approximation approaches for sparse optimization ⋮ DC semidefinite programming and cone constrained DC optimization. I: Theory ⋮ DC programming and DCA for enhancing physical layer security via cooperative jamming ⋮ DC Programming and DCA for General DC Programs ⋮ A DC Programming Approach for Sparse Linear Discriminant Analysis ⋮ The Confrontation of Two Clustering Methods in Portfolio Management: Ward’s Method Versus DCA Method ⋮ Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation ⋮ Some brief observations in minimizing the sum of locally Lipschitzian functions ⋮ Estimating individualized treatment rules with risk constraint ⋮ A new global algorithm for factor-risk-constrained mean-variance portfolio selection ⋮ Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints ⋮ New and efficient DCA based algorithms for minimum sum-of-squares clustering ⋮ Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization ⋮ DCA approaches for simultaneous wireless information power transfer in MISO secrecy channel ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ Effective algorithms for optimal portfolio deleveraging problem with cross impact ⋮ Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization ⋮ Minimizing sequences in a constrained DC optimization problem ⋮ Canonical Duality-Triality Theory: Unified Understanding for Modeling, Problems, and NP-Hardness in Global Optimization of Multi-Scale Systems ⋮ Open issues and recent advances in DC programming and DCA ⋮ Difference of convex algorithms for bilevel programs with applications in hyperparameter selection ⋮ Computing B-Stationary Points of Nonsmooth DC Programs ⋮ Block Clustering Based on Difference of Convex Functions (DC) Programming and DC Algorithms ⋮ Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies ⋮ DC programming and DCA for enhancing physical layer security via relay beamforming strategies ⋮ 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 ⋮ A study of the difference-of-convex approach for solving linear programs with complementarity constraints ⋮ Robust multicategory support vector machines using difference convex algorithm ⋮ Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing ⋮ DC programming approaches for discrete portfolio optimization under concave transaction costs ⋮ DC Programming and DCA for a Novel Resource Allocation Problem in Emerging Area of Cooperative Physical Layer Security ⋮ DC Programming and DCA for Enhancing Physical Layer Security in Amplify-and-Forward Relay Beamforming Networks Based on the SNR Approach ⋮ DC Programming and DCA for Challenging Problems in Bioinformatics and Computational Biology ⋮ 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 ⋮ Learning in Repeated Auctions ⋮ Penalty and Augmented Lagrangian Methods for Constrained DC Programming ⋮ Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming

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