Abstract
Difference of Convex functions (DC) Programming and DC Algorithm (DCA) constitute the backbone of Nonconvex Programming and Global Optimization. The paper is devoted to the State of the Art with recent advances of DC Programming and DCA to meet the growing need for nonconvex optimization and global optimization, both in terms of mathematical modeling as in terms of efficient scalable solution methods. After a brief summary of these theoretical and algorithmic tools, we outline the main results on convergence of DCA in DC programming with subanalytic data, exact penalty techniques with/without error bounds in DC programming including mixed integer DC programming, DCA for general DC programs, and DC programming involving the ℓ0-norm via its approximation and penalization.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Absil, P.A., Mahony, R., Andrews, B.: Convergence of the iterates of descent methods for analytic cost functions. SIAM J. Optim. 16, 531–547 (2005)
Attouch, H., Bolte, J.: The convergence of the proximal algorithm for nonsmooth functions involving analytic features. Math. Program. 116, 5–16 (2009)
Bolte, J., Daniliidis, A., Lewis, A.: Lojasiewicz inequality for nonsmooth subanalytic functions with applications to subgradient dynamic systems. SIAM Optim. 17(4), 1205–1223 (2007)
Bolte, J., Daniliidis, A., Ley, O., Mazet, L.: Characterizations of Lojasiewicz inequalities: Subgradient flows, talweg, convexity. Trans. Amer. Math. Soc. 362, 3319–3363 (2010)
Bierstone, E., Milman, P.: Semianalytic and subanalytic sets. IHES Publ. Math. 67, 5–42 (1988)
Bradley, P.S., Mangasarian, O.L.: Feature selection via concave minimization and support vector machines. In: Proceedings of the Fifteenth International Conference on Machine Learning (ICML 1998), pp. 82–90 (1998)
Chambolle, A., DeVore, R.A., Lee, N.Y., Lucier, B.J.: Nonlinear wavelet image processing: Variational problems, compression, and noise removal through wavelet shrinkage. IEEE Trans. Image Process. 7, 319–335 (1998)
Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)
Dempster, A.P., Laird, N.M., Rubin, D.B.: Maximum likelihood from incomplete data via the EM algorithm. J. Roy. Stat. Soc. B 39, 1–38 (1977)
Ge, R.P., Huang, C.B.: A Continuous Approach to Nonlinear Integer Programming. Applied Mathematics and Computation 34, 39–60 (1989)
Hoang, T.: Convex Analysis and Global Optimization. Kluwer Academic (2000)
Horst, R., Hoang, T.: Global Optimization: Deterministic Approaches, 3rd edn. Springer (1996)
Horst, R., Nguyen, V.T.: DC Programming: Overview. Journal of Optimization Theory and Applications 103(1), 1–43 (1999)
Hiriart-Urruty, J.B., Lemaréchal, C.: Convex Analysis and Minimization Algorithms, Parts I&II. Springer (1991)
DC Programming and DCA, http://lita.sciences.univ-metz.fr/~lethi/DCA.html
Le Thi, H.A.: An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints. Mathematical Programming, Ser. A 87(3), 401–426 (2000)
Le Thi, H.A., Pham Dinh, T.: Solving a class of linearly constrained indefinite quadratic problems by DC Algorithms. Journal of Global Optimization 11, 253–285 (1997)
Le Thi, H.A., Pham Dinh, T., Le, D.M.: Exact penalty in DC programming. Vietnam Journal of Mathematics 27(2), 169–178 (1999)
Le Thi, H.A., Pham Dinh, T.: Large scale global molecular optimization from distance matrices by a DC optimization appoach. SIAM J. Optim. 14(1), 77–116 (2003)
Le Thi, H.A., Pham Dinh, T.: The DC (Difference of Convex functions) Programming and DCA revisited with DC models of real-world nonconvex optimization problems. Annals of Operations Research 133, 23–48 (2005)
An, L.T.H., Phuc, N.T., Tao, P.D.: A continuous approach for solving the concave cost supply problem by combining DCA and B&B techniques. European Journal of Operational Research 183, 1001–1012 (2007)
An, L.T.H., Tao, P.D.: A continuous approach for the concave cost supply problem via DC Programming and DCA. Discrete Applied Mathematics 156, 325–338 (2008)
Le Thi, H.A., Pham Dinh, T.: DC Programming and DCA for solving general DC programs. Research Report, National Institute for Applied Sciences, Rouen (2008)
Le Thi, H.A., Huynh, V.N., Pham Dinh, T.: DC Programming and DCA for solving DC programs with DC constraints (submitted)
Le Thi, H.A., Huynh, V.N., Pham Dinh, T.: Convergence Analysis of DC Algorithms for DC programming with subanalytic data. Research Report, National Institute for Applied Sciences, Rouen (2009) (forthcoming)
Le Thi, H.A., Pham Dinh, T.: Approximation and Penalization of the ℓ0-norm in DC Programming. Research Report. National Institute for Applied Sciences, Rouen (2010)
Le Thi, H.A., Pham Dinh, T.: DC Programming and DCA for solving nonconvex programs involving ℓ0-norm. Research Report, National Institute for Applied Sciences, Rouen (2011) (forthcoming)
Thi, H.A.L., Moeini, M.: Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm. Journal of Optimization Theory & Applications, 27 pages (October 2012), doi:10.1007/s10957-012-0197-0
Le Thi, H.A., Pham Dinh, T.: Exact Penalty in Mixed Integer DC Programming. Research Report, Lorraine University, France (2011)
Le Thi, H.A., Pham Dinh, T., Huynh, V.N.: Exact penalty and Error Bounds in DC programming. Journal of Global Optimization 52(3), 509–535 (2012) Special Issue in Memory of Reiner Horst, Founder of the Journal
Le Thi, H.A., Pham, V.N., Pham Dinh, T., Yi-Shuai, N.: DC Programming Approaches for Discrete Portfolio Optimization under Concave Transaction Costs (submitted)
Le Thi, H.A., Pham Dinh, T., Thiao, M.: Learning with sparsity by a new and efficient convex approach for ℓ2-ℓ0 regularization (submitted)
Li, D., Sun, X.L.: Nonlinear integer programming. Springer, New York (2006)
Lojasiewicz, S.: Sur le problème de la division. Studia Mathematica 18, 87–136 (1959)
Lojasiewicz, S.: Une propriété topologique des sous-ensembles analytiques réels. In: Les Equations aux dérivées Partielles, pp. 87–89. Editions du Centre National de la Recherche Scientifique, Paris (1963)
Lojasiewicz, S.: Sur la géométrie semi-et sous-analytique. Annales de l’Institut Fourier 43, 1575–1595 (1993)
Mahey, P., Tao, P.D.: Partial regularization of the sum of two maximal monotone operators. M2AN (Modélisation Mathé Matique et Analyse Numérique) Communicated by P.L. Lions 27(3), 375–398 (1993)
Mahey, P., Pham Dinh, T.: Proximal decomposition on the graph of a maximal monotone operator. SIAM Journal on Optimization 5, 454–469 (1995)
Mangasarian, O.L., Fromovitz, S.: The Fritz John necessay optimality conditions in the presence of equality constraints. J. Math. Anal. Appl. 17, 34–47 (1967)
Mangasarian, O.L.: Nonlinear Programming. McGraw-Hill, New York (1969)
Niu, Y.S.: Programmation DC & DCA en Optimisation Combinatoire et Optimisation Polynomiale via les Techniques de SDP. PhD thesis, INSA de Rouen, France (2010)
Pham Dinh, T., Le Thi, H.A.: Convex analysis approach to DC programming: Theory, Algorithms and Applications. Acta Mathematica Vietnamica 22(1), 289–355 (1997)
Pham Dinh, T., Le Thi, H.A.: A DC Optimization algorithm for solving the trust region subproblem. SIAM J. Optim. 8(2), 476–505 (1998)
Pham Dinh, T., Le Thi, H.A.: DC Programming: Theory, Algorithms and Applications. The State of the Art (28 pages). In: Proceedings of the First International Workshop on Global Constrained Optimization and Constraint Satisfaction (Cocos 2002), Valbonne-Sophia Antipolis, France, October 2-4 (2002)
Pham Dinh, T., Nguyen, C.N., Le Thi, H.A.: An efficient combination of DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs. Journal of Global Optimization 48(4), 595–632 (2010)
Rockafellar, R.T.: Convex Analysis. Princeton University Press (1970)
Spingarn, J.: Partial inverse of a monotone operator. Applied Mathematics and Optimization 10, 247–265 (1983)
Shiota, M.: Geometry of subanalytic and semialgebraic sets. Progress in Math., vol. 150. Birkhauser Boston, Inc., Boston (1997)
Solodov, M.V.: On the sequential quadratically constrained quadratic programming methods. Mathematics of Oper. Research 29, 64–79 (2004)
Thiao, M., Pham Dinh, T., Le Thi, H.: DC programming approach for a class of nonconvex programs involving zero-norm. In: MCO 2008. CCIS, vol. 14, pp. 358–367. Springer, Heidelberg (2008)
Thiao, M., Pham Dinh, T., Le Thi, H.A.: A DC programming approach for Sparse Eigenvalue Problem. In: Proceeding of ICML 2010, pp. 1063–1070 (2010)
Yuille, A.L., Rangarajan, A.: The concave-convex procedure. Neural Computation 15(4), 915–936 (2003)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Pham Dinh, T., Le Thi, H.A. (2014). Recent Advances in DC Programming and DCA. In: Nguyen, NT., Le-Thi, H.A. (eds) Transactions on Computational Intelligence XIII. Lecture Notes in Computer Science, vol 8342. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54455-2_1
Download citation
DOI: https://doi.org/10.1007/978-3-642-54455-2_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-54454-5
Online ISBN: 978-3-642-54455-2
eBook Packages: Computer ScienceComputer Science (R0)