Pages that link to "Item:Q319281"
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The following pages link to DC approximation approaches for sparse optimization (Q319281):
Displaying 50 items.
- A multi-kernel support tensor machine for classification with multitype multiway data and an application to cross-selling recommendations (Q323495) (← links)
- DCA based algorithms for feature selection in multi-class support vector machine (Q513636) (← links)
- Difference of convex functions algorithms (DCA) for image restoration via a Markov random field model (Q1642987) (← links)
- DC programming and DCA for solving Brugnano-Casulli piecewise linear systems (Q1652418) (← links)
- DC programming and DCA for enhancing physical layer security via cooperative jamming (Q1652424) (← links)
- A new conceptual framework for the therapy by optimized multidimensional pulses of therapeutic activity. The case of multiple myeloma model (Q1714202) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing (Q1749455) (← links)
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach (Q1787322) (← links)
- Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
- Correntropy-based metric for robust twin support vector machine (Q2054026) (← links)
- Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression (Q2057761) (← links)
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation (Q2163851) (← links)
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring (Q2185626) (← links)
- A smoothing method for sparse optimization over convex sets (Q2191281) (← links)
- DC programming and DCA for enhancing physical layer security via relay beamforming strategies (Q2230771) (← links)
- Novel DCA based algorithms for a special class of nonconvex problems with application in machine learning (Q2244130) (← links)
- A LogTVSCAD nonconvex regularization model for image deblurring in the presence of impulse noise (Q2244367) (← links)
- Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem (Q2307753) (← links)
- The modified second APG method for DC optimization problems (Q2311112) (← links)
- Structural properties of affine sparsity constraints (Q2425165) (← links)
- Distributed nonconvex constrained optimization over time-varying digraphs (Q2425183) (← links)
- A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning (Q2633537) (← links)
- A necessary and sufficient condition for sparse vector recovery via \(\ell_1-\ell_2\) minimization (Q2667049) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
- DC Approximation Approach for ℓ0-minimization in Compressed Sensing (Q2808067) (← links)
- DC Programming and DCA for a Novel Resource Allocation Problem in Emerging Area of Cooperative Physical Layer Security (Q2808071) (← links)
- Solving an Infinite-Horizon Discounted Markov Decision Process by DC Programming and DCA (Q2955913) (← links)
- Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249) (← links)
- Sparse Solutions by a Quadratically Constrained ℓq (0 <<i>q</i>< 1) Minimization Model (Q4995085) (← links)
- A new sufficient condition for sparse vector recovery via ℓ1 − ℓ2 local minimization (Q5016825) (← links)
- (Q5037987) (← links)
- Sparsity constrained optimization problems via disjunctive programming (Q5039398) (← links)
- Global optimization for sparse solution of least squares problems (Q5058393) (← links)
- The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems (Q5077161) (← links)
- Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems (Q5093646) (← links)
- (Q5149020) (← links)
- Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
- Stochastic DCA for Sparse Multiclass Logistic Regression (Q5214091) (← links)
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
- A Unified View of Exact Continuous Penalties for $\ell_2$-$\ell_0$ Minimization (Q5359501) (← links)
- Efficient Nonnegative Matrix Factorization by DC Programming and DCA (Q5380443) (← links)
- A Robust Regression Framework with Laplace Kernel-Induced Loss (Q5380865) (← links)
- Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
- Algorithmic versatility of SPF-regularization methods (Q5856262) (← links)
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)