今天介绍的这种算法,Difference of Convex Algorithm,也就是DCA,以便咱们解决非凸优化问题。 但这种问题仅仅针对某些特定情况。 首先,咱们对这串英文进行解读,Difference理解为差,convex是凸,即凸函数,algorithm嘛,你们自己查词典,哈哈哈。所以呢,DCA就是两个凸函数的差的算法。 你们肯定懵逼了,啥凸函数的差?Emmm, ...
difference of convex 代码difference of convex代码 差分凸函数(differenceofconvexfunctions,简称DC)是一种非光滑优化问题,其主要特点是将原问题转化为两个凸函数的差值形式。DC问题的求解通常采用DC分解法,即将原问题分解为若干子问题,每个子问题都是两个凸函数之差的形式,然后通过求解这些子问题的最优解来得到原...
DC programmingDCAFenchel conjugate functionRiemannian manifoldsPROXIMAL POINT ALGORITHMNEWTON METHODSGEOMETRYOPTIMIZATIONSPACEIn this paper, we propose a Riemannian version of the difference of convex algorithm (DCA) to solve a minimization problem involving the difference of convex (DC) function. The ...
2.DCFunctionsandtheirProperty 3.Someexamples 4.DCProgramming 5.CaseStudy 6.Ournextwork 1.ABriefHistory •1964,HoangTuy,(incidentallyinhisconvex optimizationpaper), •1979,J.F.Toland,Dualityformulation •1985,PhamDinhTao,DCAlgorithm •1990--,PhamDinhTao,etal ...
The DC programming and its DC algorithm (DCA) address the problem of minimizing a function f = g h (with g , h being lower semicontinuous proper convex functions on R n ) on the whole space. Based on local optimality conditions and DC duality, DCA was successfully applied to a lot of...
It turns out that the application of the multistart heuristic, in combination with the K-means algorithm, usually has the best average performance. We investigate in this work an ef?cient nonconvex programming approach for solving the biclustering problem 1.2. Our methods are based on DC (...
DCA refers to optimization algorithms for difference of convex functions. For example, "basic DCA" introduced in DC programming and DCA: thirty years of developments, which is basically an iterative algorithm based on convex optimization. Does Convex.jl support DCA? Or, is there any plan for ...
Value-at-Risk optimization using the difference of convex algorithm Value-at-Risk (VaR) is an integral part of contemporary financial regulations. Therefore, the measurement of VaR and the design of VaR optimal portfolios a... D Wozabal - 《Or Spectrum》 被引量: 26发表: 2012年 Value-at-...
Ammar Na2022년 7월 12일 0 링크 번역 Hello dear freinds, I wish to get help for my code here. I am coding an algorithm, that called BDCA which is an improvment of the DCA. The first algorithm should improve the first one, but this is not happend in m...
Two new penalty methods for sparse reconstruction are proposed based on two types of difference of convex functions (DC for short) programming in which the DC objective functions are the difference of l1 and lσ q norms and the difference of l1 and lr norms with r > 1. By introducing a ...