DC programming: overview.
From MaRDI portal
Publication:1969457
DOI10.1023/A:1021765131316zbMath1073.90537OpenAlexW81972919MaRDI QIDQ1969457
Reiner Horst, Nguyen Van Thoai
Publication date: 2004
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021765131316
Nonconvex programming, global optimization (90C26) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming, Analysis and Solution Methods for Bilevel Optimal Control Problems, Confidence Bands for a Log-Concave Density, Solving the median problem with continuous demand on a network, Location of a distribution center for a perishable product, A Proof of Convergence of the Concave-Convex Procedure Using Zangwill's Theory, Large-scale standard pooling problems with constrained pools and fixed demands, On a continuous approach for the maximum weighted clique problem, DC Programming Approaches for BMI and QMI Feasibility Problems, Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems, A proximal alternating linearization method for nonconvex optimization problems, A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes, Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients, Collision avoidance command governor for multi-vehicle unmanned systems, A hierarchical Bayesian perspective on majorization-minimization for non-convex sparse regression: application to M/EEG source imaging, Team Orienteering with Time-Varying Profit, 3-D Dynamic UAV Base Station Location Problem, \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities, Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems, New Bregman proximal type algoritms for solving DC optimization problems, General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems, On subdifferentials via a generalized conjugation scheme: an application to DC problems and optimality conditions, Solving the 1-median problem on a network with continuous demand and demand surplus, Convex Maximization via Adjustable Robust Optimization, Spreading points using gradient and tabu, Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems, Location Science in Canada, Solving inverse optimal control problems via value functions to global optimality, Strong substitutes: structural properties, and a new algorithm for competitive equilibrium prices, Continuous Relaxation for Discrete DC Programming, A refined inertial DC algorithm for DC programming, An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems, Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning, A Nonlocal Graph-PDE and Higher-Order Geometric Integration for Image Labeling, A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems, A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program, A reformulation-linearization technique for optimization over simplices, 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, Utility/privacy trade-off as regularized optimal transport, Difference of convex algorithms for bilevel programs with applications in hyperparameter selection, Calmness of partial perturbation to composite rank constraint systems and its applications, An algorithm for bounded-error identification of nonlinear systems based on DC functions, Convergence analysis of a proximal point algorithm for minimizing differences of functions, Unnamed Item, Unnamed Item, Nonsmooth DC programming approach to clusterwise linear regression: optimality conditions and algorithms, DC approach to weakly convex optimization and nonconvex quadratic optimization problems, DC optimization for constructing discrete Sugeno integrals and learning nonadditive measures, A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques, On optimization over the efficient set in linear multicriteria programming, A set-membership state estimation algorithm based on DC programming, Optimization of the norm of a vector-valued DC function and applications, Duality bound method for the general quadratic programming problem with quadratic constraints, Extension of primal-dual interior point methods to diff-convex problems on symmetric cones, A sample-path approach to optimal position liquidation, A difference of convex formulation of value-at-risk constrained optimization, A closedness condition and its applications to DC programs with convex constraints, Sequential Convex Programming for Computing Information-Theoretic Minimal Partitions: Nonconvex Nonsmooth Optimization, Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming, Solving a Huff-like Stackelberg location problem on networks, On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods, Optimality conditions and total dualities for conic programming involving composite function, On a Solving Bilevel D.C.-Convex Optimization Problems, New regularity conditions and Fenchel dualities for DC optimization problems involving composite functions, The Discrete Moment Problem with Nonconvex Shape Constraints, Big segment small segment global optimization algorithm on networks, Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming, Dual Randomized Coordinate Descent Method for Solving a Class of Nonconvex Problems, Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming, Collusive game solutions via optimization, Accelerating Fourier–Motzkin elimination using bit pattern trees, Variations and extension of the convex-concave procedure, A subgradient-based convex approximations method for DC programming and its applications, Majorization-minimization generalized Krylov subspace methods for \({\ell _p}\)-\({\ell _q}\) optimization applied to image restoration, Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization, On characterization of fuzzy vectors and its applications to fuzzy mathematical programming problems, Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints, Reliability, MTTF and steady-state availability analysis of systems with exponential lifetimes, Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios, A fast proximal iteratively reweighted nuclear norm algorithm for nonconvex low-rank matrix minimization problems, The DTC (difference of tangentially convex functions) programming: optimality conditions, DC semidefinite programming and cone constrained DC optimization. I: Theory, An algorithm for approximate multiparametric convex programming, Global convergence of a proximal linearized algorithm for difference of convex functions, Sparse signal recovery via generalized Gaussian function, A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem, A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations, Oscillations in mixed-feedback systems, Sign reversion approach to concave minimization problems, A literature review on circle and sphere packing problems: models and methodologies, Global convergence of proximal iteratively reweighted algorithm, On the computation of convex robust control invariant sets for nonlinear systems, The theoretical and empirical rate of convergence for geometric branch-and-bound methods, Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver, Clustering and the perturbed spatial median, Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience, Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets, A framework for optimization under ambiguity, Total Lagrange duality for DC infinite optimization problems, Clusterwise support vector linear regression, Rejoinder of ``Dynamic treatment regimes: technical challenges and applications, A new linearization method for generalized linear multiplicative programming, An efficient DC programming approach for portfolio decision with higher moments, Large-scale regression with non-convex loss and penalty, Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces, A majorization-minimization approach to the sparse generalized eigenvalue problem, The directional subdifferential of the difference of two convex functions, On global optimality conditions and cutting plane algorithms, Solving polyhedral d.c. optimization problems via concave minimization, An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem, Exact penalty and error bounds in DC programming, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, DC programming algorithm for clusterwise linear \(L_1\) regression, On global optimization with indefinite quadratics, D.C. programming approach for solving an applied ore-processing problem, A maximum trip covering location problem with an alternative mode of transportation on tree networks and segments, Kernel methods in system identification, machine learning and function estimation: a survey, A parametric branch and bound approach to suboptimal explicit hybrid MPC, Some new Farkas-type results for inequality systems with DC functions, A note on optimality conditions for DC programs involving composite functions, The directed and Rubinov subdifferentials of quasidifferentiable functions. I: Definition and examples, On a smooth dual gap function for a class of quasi-variational inequalities, On modeling and global solutions for d.c. optimization problems by canonical duality theory, An augmented subgradient method for minimizing nonsmooth DC functions, Lagrange-type duality in DC programming, Single-facility huff location problems on networks, On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems, A framework of discrete DC programming by discrete convex analysis, On the pervasiveness of difference-convexity in optimization and statistics, New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation, A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming, Signal and image approximation with level-set constraints, Extended Farkas's lemmas and strong dualities for conic programming involving composite functions, Assessing robustness of classification using an angular breakdown point, DC decomposition of nonconvex polynomials with algebraic techniques, Continuous relaxation for discrete DC programming, A general nonconvex multiduality principle, A biobjective approach to recoverable robustness based on location planning, Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations, All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously, Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations, A class of semi-supervised support vector machines by DC programming, The hill detouring method for minimizing hinging hyperplanes functions, Lagrange duality in canonical DC programming, Duality principles for optimization problems dealing with the difference of vector-valued convex mappings, Locating a semi-obnoxious facility in the special case of Manhattan distances, On the norm of a dc function, The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems, Sensorless supervision of linear dynamical systems: the feed-forward command governor approach, Extensions on ellipsoid bounds for quadratic integer programming, Data-driven distributionally robust capacitated facility location problem, Multiple-source adaptation theory and algorithms, A branch and reduce approach for solving a class of low rank d.c. programs, On convexification of system identification criteria, A binarisation heuristic for non-convex quadratic programming with box constraints, Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization, Error bounds for the difference of two convex multifunctions, New global optimality conditions for nonsmooth DC optimization problems, A difference of convex optimization algorithm for piecewise linear regression, DC programming and DCA for globally solving the value-at-risk, Optimality conditions and duality for DC programming in locally convex spaces, Constructing a DC decomposition for ordered median problems, Parametric convex quadratic relaxation of the quadratic knapsack problem, A general double-proximal gradient algorithm for d.c. programming, Regularity conditions characterizing Fenchel-Lagrange duality and Farkas-type results in DC infinite programming, A non-convex algorithm framework based on DC programming and DCA for matrix completion, (\(\epsilon\)-)efficiency in difference vector optimization, A tight analysis of the submodular-supermodular procedure, Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification, Some comments on Russell graph efficiency measures in data envelopment analysis: the multiplicative approach, A unified Douglas-Rachford algorithm for generalized DC programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On functions representable as a difference of convex functions
- Concave minimization via conical partitions and polyhedral outer approximation
- A finite cutting plane method for solving linear programs with an additional reverse convex constraint
- The conjugate of the difference of convex functions
- Convex programs with an additional reverse convex constraint
- A general theory of dual optimization problems
- Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
- Outer approximation by polyhedral convex sets
- On finding new vertices and redundant constraints in cutting plane algorithms for global optimization
- The design centering problem as a d.c. programming problem
- Concave duality: Application to problems dealing with difference of functions
- Linear programs with an additional reverse convex constraint
- Reverse convex programming
- On-line and off-line vertex enumeration by adjacency lists
- Computing a global optimal solution to a design centering problem
- On solving a d.c. programming problem by a sequence of linear programs
- Some further duality theorems for optimization problems with reverse convex constraint sets
- Duality in nonconvex optimization
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- Constraint decomposition algorithms in global optimization
- Necessary and sufficient global optimality conditions for convex maximization revisited
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- Approximation of solutions for location problems
- Maximizing a concave function over the efficient or weakly-efficient set
- New results in the packing of equal circles in a square
- Introduction to global optimization
- Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- Minimization of continuous convex functional on complements of convex subsets of locally convex spaces1
- Convergent Algorithms for Minimizing a Concave Function
- Optimization Problems Subject to a Budget Constraint with Economies of Scale
- A Successive Underestimation Method for Concave Minimization Problems
- A Fenchel-Rockafellar type duality theorem for maximization
- Algorithms for the vector maximization problem
- The Packing of Equal Circles in a Square
- Convex Analysis
- Mathematical Programs with Equilibrium Constraints
- Optimization over the efficient set