Open issues and recent advances in DC programming and DCA
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Publication:6200375
Recommendations
- DC programming and DCA: thirty years of developments
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Preface
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- scientific article; zbMATH DE number 1488016
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- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC Programming Approach for Finding Communities in Networks
- A DC programming approach for feature selection in support vector machines learning
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A continuous approach to nonlinear integer programming
- A continuous approch for globally solving linearly constrained quadratic
- A generalized proximal point algorithm for certain non-convex minimization problems
- A method for finding structured sparse solutions to nonnegative least squares problems with applications
- A new efficient algorithm based on DC programming and DCA for clustering
- A primal-dual perspective of online learning algorithms
- A proximal difference-of-convex algorithm with extrapolation
- A proximal stochastic gradient method with progressive variance reduction
- A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning
- A unified convergence analysis of block successive minimization methods for nonsmooth optimization
- Accelerating the DC algorithm for smooth functions
- Adaptive subgradient methods for online learning and stochastic optimization
- Alternating DC algorithm for partial DC programming problems
- 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
- An inertial algorithm for DC programming
- Block clustering based on difference of convex functions (DC) programming and DC algorithms
- Calibrating nonconvex penalized regression in ultra-high dimension
- Combination between global and local methods for solving an optimization problem over the efficient set
- Combined SVM-based feature selection and classification
- Computational Aspects of Constrained L 1-L 2 Minimization for Compressive Sensing
- Computing B-stationary points of nonsmooth DC programs
- Computing sparse representation in a highly coherent dictionary based on difference of L₁ and L₂
- Convergence analysis of difference-of-convex algorithm with subanalytic data
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Convex Analysis
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- DC approximation approach for \(\ell_0\)-minimization in compressed sensing
- DC approximation approaches for sparse optimization
- DC programming and DCA for general DC programs
- DC programming and DCA: thirty years of developments
- DC programming approaches for discrete portfolio optimization under concave transaction costs
- DC programming techniques for solving a class of nonlinear bilevel programs
- DC programming: overview.
- DCA based algorithms for feature selection in multi-class support vector machine
- Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems
- Efficient nonnegative matrix factorization by DC programming and DCA
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Error bounds via exact penalization with applications to concave and quadratic systems
- Exact penalty and error bounds in DC programming
- 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
- Fuzzy clustering based on nonconvex optimisation approaches using difference of convex (DC) functions algorithms
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
- Introduction to global optimization
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation
- Learning sparse classifiers with difference of convex functions algorithms
- Minimization of \(\ell_{1-2}\) for compressed sensing
- Minimizing finite sums with the stochastic average gradient
- Multicomposite nonconvex optimization for training deep neural networks
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
- Nonlinear wavelet image processing: variational problems, compression, and noise removal through wavelet shrinkage
- Nonmonotone enhanced proximal DC algorithms for a class of structured nonsmooth DC programming
- Nonmonotone globalization techniques for the Barzilai-Borwein gradient method
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- Novel DCA based algorithms for a special class of nonconvex problems with application in machine learning
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- On functions representable as a difference of convex functions
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- One-step sparse estimates in nonconcave penalized likelihood models
- Online learning and online convex optimization
- Online learning based on online DCA and application to online classification
- Optimization based DC programming and DCA for hierarchical clustering
- Parallel and Distributed Methods for Constrained Nonconvex Optimization-Part II: Applications in Communications and Machine Learning
- Parallel and Distributed Methods for Constrained Nonconvex Optimization—Part I: Theory
- Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
- Robust optimization
- Self-organizing maps by difference of convex functions optimization
- Signal Recovery by Proximal Forward-Backward Splitting
- Simplicially-constrained DC optimization over efficient and weakly efficient sets
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Some methods of speeding up the convergence of iteration methods
- Sparse Reconstruction by Separable Approximation
- Sparse covariance matrix estimation by DCA-based algorithms
- Sparse solutions to linear inverse problems with multiple measurement vectors
- Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
- Stochastic difference-of-convex-functions algorithms for nonconvex programming
- The Adaptive Lasso and Its Oracle Properties
- The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions
- 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 Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Theoretical Results on Sparse Representations of Multiple-Measurement Vectors
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in quantile regression
- Visualizing data using t-SNE
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