Exact penalty and error bounds in DC programming

DOI10.1007/s10898-011-9765-3zbMath1242.49037OpenAlexW1988778152MaRDI QIDQ427389

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

Publication date: 13 June 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9765-3

zbMATH Keywords

DCAsubdifferentialDC programmingconcave programmingreformulationexact penaltylocal and global error bounds

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52)

Related Items (57)

Variations and extension of the convex-concave procedure ⋮ Nonlinear error bounds for quasiconvex inequality systems ⋮ Higher-order error bound for the difference of two functions ⋮ Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates ⋮ DC programming techniques for solving a class of nonlinear bilevel programs ⋮ DC approximation approaches for sparse optimization ⋮ An inexact proximal DC algorithm with sieving strategy for rank constrained least squares semidefinite programming ⋮ A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks ⋮ DC Programming and DCA for General DC Programs ⋮ A DC Programming Approach for Sparse Linear Discriminant Analysis ⋮ Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation ⋮ A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes ⋮ Some brief observations in minimizing the sum of locally Lipschitzian functions ⋮ Error bounds for parametric polynomial systems with applications to higher-order stability analysis and convergence rates ⋮ Solving the index tracking problem: a continuous optimization approach ⋮ Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems ⋮ Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm ⋮ Quasi-error bounds for \(p\)-convex set-valued mappings ⋮ Nonlocal error bounds for piecewise affine functions ⋮ Learning Markov Models Via Low-Rank Optimization ⋮ A DC Algorithm for Solving Quadratic-linear Bilevel Optimization Problems ⋮ A DC Programming Approach for Sparse Estimation of a Covariance Matrix ⋮ A New Approach for Optimizing Traffic Signals in Networks Considering Rerouting ⋮ The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results ⋮ A refined inertial DC algorithm for DC programming ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems ⋮ Minimizing sequences in a constrained DC optimization problem ⋮ Open issues and recent advances in DC programming and DCA ⋮ 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 ⋮ Sparse Covariance Matrix Estimation by DCA-Based Algorithms ⋮ A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model ⋮ An augmented subgradient method for minimizing nonsmooth DC functions ⋮ DC approach to weakly convex optimization and nonconvex quadratic optimization problems ⋮ A proximal difference-of-convex algorithm with extrapolation ⋮ 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 ⋮ Solving the degree-concentrated fault-tolerant spanning subgraph problem by DC programming ⋮ Equivalent Lipschitz surrogates for zero-norm and rank optimization problems ⋮ Penalty Methods for a Class of Non-Lipschitz Optimization Problems ⋮ Proximal bundle methods for nonsmooth DC programming ⋮ A proximal DC approach for quadratic assignment problem ⋮ An inertial algorithm for DC programming ⋮ Error bounds via exact penalization with applications to concave and quadratic systems ⋮ Sufficient conditions for error bounds of difference functions and applications ⋮ Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming ⋮ DC programming approaches for discrete portfolio optimization under concave transaction costs ⋮ DC Programming and DCA Approach for Resource Allocation Optimization in OFDMA/TDD Wireless Networks ⋮ Error bounds for the difference of two convex multifunctions ⋮ DC Programming Approach for a Class of Nonconvex Programs Involving l 0 Norm ⋮ Design of Highly Nonlinear Balanced Boolean Functions Using an Hybridation of DCA and Simulated Annealing Algorithm ⋮ New global optimality conditions for nonsmooth DC optimization problems ⋮ Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems ⋮ Sparse Solutions of a Class of Constrained Optimization Problems

Cites Work

• 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
• Properties of two DC algorithms in quadratic programming
• DC programming techniques for solving a class of nonlinear bilevel programs
• Error bounds for systems of lower semicontinuous functions in Asplund spaces
• Error bounds: necessary and sufficient conditions
• Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
• On solving a d.c. programming problem by a sequence of linear programs
• How to regularize a difference of convex functions
• A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
• Error bounds for analytic systems and their applications
• Error bounds in mathematical programming
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Conditioning and upper-Lipschitz inverse subdifferentials in nonsmooth optimization problems
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Simplicially-constrained DC optimization over efficient and weakly efficient sets
• Asymptotic constraint qualifications and global error bounds for convex inequalities.
• Exact penalty in d. c. programming
• An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
• Exact order of Hoffman's error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation
• On error bounds for lower semicontinuous functions.
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• Error bounds and implicit multifunction theorem in smooth Banach spaces and applications to optimization
• Sufficient conditions for error bounds and applications
• A method for solving d.c. programming problems. Application to fuel mixture nonconvex optimization problem
• Introduction to global optimization
• A combined DCA: GA for constructing highly nonlinear balanced Boolean functions in cryptography
• DC programming: overview.
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• 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
• Error bounds for convex differentiable inequality systems in Banach spaces
• Optimization based DC programming and DCA for hierarchical clustering
• Error Bounds for Lower Semicontinuous Functions in Normed Spaces
• A continuous approch for globally solving linearly constrained quadratic
• A Fuzzy Necessary Optimality Condition for Non-Lipschitz Optimization in Asplund Spaces
• Stability of Error Bounds for Semi-infinite Convex Constraint Systems
• Stability of Error Bounds for Convex Constraint Systems in Banach Spaces
• Error Bounds in Metric Spaces and Application to the Perturbation Stability of Metric Regularity
• A Condition Number for Differentiable Convex Inequalities
• Optimization and nonsmooth analysis
• Global Regularity Theorems
• Regular Points of Lipschitz Functions
• An Exact Penalization Viewpoint of Constrained Optimization
• An Application of Error Bounds for Convex Programming in a Linear Space
• Extension of Hoffman’s Error Bound to Polynomial Systems
• Penalty functions in subanalytic optimization
• Abadie's Constraint Qualification, Metric Regularity, and Error Bounds for Differentiable Convex Inequalities
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
• Error bounds for monotone linear complementarity problems
• Global error bounds for convex quadratic inequality systems^*
• A Unified Analysis of Hoffman’s Bound via Fenchel Duality
• Hoffman's Error Bound, Local Controllability, and Sensitivity Analysis
• Characterizations of error bounds for lower semicontinuous functions on metric spaces
• Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
• Convex Analysis
• Sur le problème de la division
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Exact penalty and error bounds in DC programming