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 …
and DCA (DC Algorithms) which constitute the backbone of nonconvex programming and …
[HTML][HTML] A review of classical methods and Nature-Inspired Algorithms (NIAs) for optimization problems
PK Mandal - Results in Control and Optimization, 2023 - Elsevier
Optimization techniques are among the most promising methods to deal with real-world
problems, consisting of several objective functions and constraints. Over the decades, many …
problems, consisting of several objective functions and constraints. Over the decades, many …
Open issues and recent advances in DC programming and DCA
HA Le Thi, T Pham Dinh - Journal of Global Optimization, 2024 - Springer
DC (difference of convex functions) programming and DC algorithm (DCA) are powerful
tools for nonsmooth nonconvex optimization. This field was created in 1985 by Pham Dinh …
tools for nonsmooth nonconvex optimization. This field was created in 1985 by Pham Dinh …
DC formulations and algorithms for sparse optimization problems
J Gotoh, A Takeda, K Tono - Mathematical Programming, 2018 - Springer
We propose a DC (Difference of two Convex functions) formulation approach for sparse
optimization problems having a cardinality or rank constraint. With the largest-k norm, an …
optimization problems having a cardinality or rank constraint. With the largest-k norm, an …
DC approximation approaches for sparse optimization
Sparse optimization refers to an optimization problem involving the zero-norm in objective or
constraints. In this paper, nonconvex approximation approaches for sparse optimization …
constraints. In this paper, nonconvex approximation approaches for sparse optimization …
Disciplined convex-concave programming
In this paper we introduce disciplined convex-concave programming (DCCP), which
combines the ideas of disciplined convex programming (DCP) with convex-concave …
combines the ideas of disciplined convex programming (DCP) with convex-concave …
Exact penalty and error bounds in DC programming
In the present paper, we are concerned with conditions ensuring the exact penalty for
nonconvex programming. Firstly, we consider problems with concave objective and …
nonconvex programming. Firstly, we consider problems with concave objective and …
Improved manta ray foraging optimizer-based SVM for feature selection problems: a medical case study
Abstract Support Vector Machine (SVM) has become one of the traditional machine learning
algorithms the most used in prediction and classification tasks. However, its behavior …
algorithms the most used in prediction and classification tasks. However, its behavior …
[HTML][HTML] Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
We develop an exact penalty approach for feature selection in machine learning via the zero-
norm ℓ _ 0 ℓ 0-regularization problem. Using a new result on exact penalty techniques we …
norm ℓ _ 0 ℓ 0-regularization problem. Using a new result on exact penalty techniques we …
Constrained risk-averse Markov decision processes
We consider the problem of designing policies for Markov decision processes (MDPs) with
dynamic coherent risk objectives and constraints. We begin by formulating the problem in a …
dynamic coherent risk objectives and constraints. We begin by formulating the problem in a …