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 …

[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 …

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 …

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 …

DC approximation approaches for sparse optimization

HA Le Thi, TP Dinh, HM Le, XT Vo - European Journal of Operational …, 2015 - Elsevier
Sparse optimization refers to an optimization problem involving the zero-norm in objective or
constraints. In this paper, nonconvex approximation approaches for sparse optimization …

Disciplined convex-concave programming

X Shen, S Diamond, Y Gu… - 2016 IEEE 55th conference …, 2016 - ieeexplore.ieee.org
In this paper we introduce disciplined convex-concave programming (DCCP), which
combines the ideas of disciplined convex programming (DCP) with convex-concave …

Exact penalty and error bounds in DC programming

HA Le Thi, T Pham Dinh, HV Ngai - Journal of Global Optimization, 2012 - Springer
In the present paper, we are concerned with conditions ensuring the exact penalty for
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

A Got, D Zouache, A Moussaoui, L Abualigah… - Journal of Bionic …, 2024 - Springer
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 …

[HTML][HTML] Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm

HA Le Thi, HM Le, T Pham Dinh - Machine Learning, 2015 - Springer
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 …

Constrained risk-averse Markov decision processes

M Ahmadi, U Rosolia, MD Ingham, RM Murray… - Proceedings of the …, 2021 - ojs.aaai.org
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 …