DC programming and DCA: thirty years of developments

HA Le Thi, T Pham Dinh - Mathematical Programming, 2018 - Springer
The year 2015 marks the 30th birthday of DC (Difference of Convex functions) programming
and DCA (DC Algorithms) which constitute the backbone of nonconvex programming and …

Distributed nonconvex constrained optimization over time-varying digraphs

G Scutari, Y Sun - Mathematical Programming, 2019 - Springer
This paper considers nonconvex distributed constrained optimization over networks,
modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic …

Convex optimization algorithms in medical image reconstruction—in the age of AI

J Xu, F Noo - Physics in Medicine & Biology, 2022 - iopscience.iop.org
The past decade has seen the rapid growth of model based image reconstruction (MBIR)
algorithms, which are often applications or adaptations of convex optimization algorithms …

[图书][B] Modern nonconvex nondifferentiable optimization

Y Cui, JS Pang - 2021 - SIAM
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …

A proximal difference-of-convex algorithm with extrapolation

B Wen, X Chen, TK Pong - Computational optimization and applications, 2018 - Springer
We consider a class of difference-of-convex (DC) optimization problems whose objective is
level-bounded and is the sum of a smooth convex function with Lipschitz gradient, a proper …

A smoothing proximal gradient algorithm for nonsmooth convex regression with cardinality penalty

W Bian, X Chen - SIAM Journal on Numerical Analysis, 2020 - SIAM
In this paper, we focus on the constrained sparse regression problem, where the loss
function is convex but nonsmooth and the penalty term is defined by the cardinality function …

Minimization of transformed penalty: theory, difference of convex function algorithm, and robust application in compressed sensing

S Zhang, J Xin - Mathematical Programming, 2018 - Springer
We study the minimization problem of a non-convex sparsity promoting penalty function, the
transformed l_1 l 1 (TL1), and its application in compressed sensing (CS). The TL1 penalty …

Parallel and distributed successive convex approximation methods for big-data optimization

A Nedić, JS Pang, G Scutari, Y Sun, G Scutari… - Multi-Agent Optimization …, 2018 - Springer
Recent years have witnessed a surge of interest in parallel and distributed optimization
methods for large-scale systems. In particular, nonconvex large-scale optimization problems …

Understanding notions of stationarity in nonsmooth optimization: A guided tour of various constructions of subdifferential for nonsmooth functions

J Li, AMC So, WK Ma - IEEE Signal Processing Magazine, 2020 - ieeexplore.ieee.org
Many contemporary applications in signal processing and machine learning give rise to
structured nonconvex nonsmooth optimization problems that can often be tackled by simple …

Composite difference-max programs for modern statistical estimation problems

Y Cui, JS Pang, B Sen - SIAM Journal on Optimization, 2018 - SIAM
Many modern statistical estimation problems are defined by three major components: a
statistical model that postulates the dependence of an output variable on the input features; …