In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized dc (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal propert...
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In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized dc (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth component and a fasten control parameter which improves the convergence rate of the algorithms. We prove the convergence of these methods to the critical points of nonconvex optimization under reasonable conditions. We evaluate the performance and effectiveness of our methods through experimentation with three practical examples in machine learning. Our findings demonstrated that our methods offer efficiency in problem-solving and outperform state-of-the-art techniques like the dcA (dc Algorithm) and ADMM.
Barrier certificate generation is an ingenious and powerful approach for safety verification of cyber-physical systems. This paper suggests a new learning and verification framework that helps to achieve the balance b...
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The paper investigates dc programming and dcA for both modeling discrete portfolio optimization under concave transaction costs as dc programs, and their solution. dc reformulations are established by using penalty te...
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The paper investigates dc programming and dcA for both modeling discrete portfolio optimization under concave transaction costs as dc programs, and their solution. dc reformulations are established by using penalty techniques in dc programming. A suitable global optimization branch and bound technique is also developed where a dc relaxation technique is used for lower bounding. Numerical simulations are reported that show the efficiency of dcA and the globality of its computed solutions, compared to standard algorithms for nonconvex nonlinear integer programs.
As a development of nu-support vector machine (nu-SVM), parametric-margin nu-support vector machine (Par-nu-SVM) can be useful in many cases, especially heteroscedastic noise classification problems. The present artic...
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As a development of nu-support vector machine (nu-SVM), parametric-margin nu-support vector machine (Par-nu-SVM) can be useful in many cases, especially heteroscedastic noise classification problems. The present article proposes a novel and fast method to solve the primal problem of Par-nu-SVM (named as dc-Par-nu-SVM), while Par-nu-SVM maximizes the parametric-margin by solving a dual quadratic programming problem. In fact, the primal non-convex problem is converted into an unconstrained problem to express the objective function as the difference of convex functions (dc). The dc-Algorithm (dcA) based on generalized Newton's method is proposed to solve the unconstrained problem cited. Numerical experiments performed on several artificial, real-life, UCI and Ndc data sets showed the superiority of the dc-Par-nu-SVM in terms of both accuracy and learning speed.
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 global optimization. In this article we offer...
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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 global optimization. In this article we offer a short survey on thirty years of developments of these theoretical and algorithmic tools. The survey is comprised of three parts. In the first part we present a brief history of the field, while in the second we summarize the state-of-the-art results and recent advances. We focus on main theoretical results and dcA solvers for important classes of difficult nonconvex optimization problems, and then give an overview of real-world applications whose solution methods are based on dcA. The third part is devoted to new trends and important open issues, as well as suggestions for future developments.
Proximal support vector machine (PSVM), as a variant of support vector machine (SVM), is to generate a pair of non-parallel hyperplanes for classification. Although PSVM is one of the powerful classification tools, it...
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Proximal support vector machine (PSVM), as a variant of support vector machine (SVM), is to generate a pair of non-parallel hyperplanes for classification. Although PSVM is one of the powerful classification tools, its ability on feature selection is still weak. To overcome this defect, we introduce l(0)-norm regularization in PSVM which enables PSVM to select important features and remove redundant features simultaneously for classification. This PSVM is called as a sparse proximal support vector machine (SPSVM). Due to the presence of l(0)-norm, the resulting optimization problem of SPSVM is neither convex nor smooth and thus, is difficult to solve. In this paper, we introduce a continuous nonconvex function to approximate l(0)-norm, and propose a novel difference of convex functions algorithms (dcA) to solve SPSVM. The main merit of the proposed method is that all subproblems are smooth and admit closed form solutions. The effectiveness of the proposed method is illustrated by theoretical analysis as well as some numerical experiments on both simulation datasets and real world datasets. (C) 2020 Elsevier Inc. All rights reserved.
Linear Discriminant Analysis (LDA) is a standard tool for classification and dimension reduction in many applications. However, the problem of high dimension is still a great challenge for the classical LDA. In this p...
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Linear Discriminant Analysis (LDA) is a standard tool for classification and dimension reduction in many applications. However, the problem of high dimension is still a great challenge for the classical LDA. In this paper we consider the supervised pattern classification in the high dimensional setting, in which the number of features is much larger than the number of observations and present a novel approach to the sparse optimal scoring problem using the zero-norm. The difficulty in treating the zero-norm is overcome by using appropriate continuous approximations such that the resulting problems are solved by alternating schemes based on dc (Difference of Convex functions) programming and dcA (dc Algorithms). The experimental results on both simulated and real datasets show the efficiency of the proposed algorithms compared to the five state-of-the-art methods. (C) 2016 Elsevier B.V. All rights reserved.
It is undoubtedly that mathematical modelling and optimisation play a key role in the supply chain and the production management (SCPM). In this paper, we provide a survey on dc (Difference of Convex function) program...
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It is undoubtedly that mathematical modelling and optimisation play a key role in the supply chain and the production management (SCPM). In this paper, we provide a survey on dc (Difference of Convex function) programming and dcA (dc Algorithm), a state-of-the-art optimisation approach for challenging problems in SCPM. dc programming and dcA constitute the backbone of non-convex programming and global optimisation. Whilst dc programming and dcA were widely and successfully investigated in many areas, it seems that they were not so much popular in the community of SCPM. There is therefore a need to further develop this efficient and scalable approach for SCPM applications, especially for large-scale problems in the context of Big data. For such purpose, this paper aims to present benchmark models and state-of-the-art dcA-based methods for solving challenging problems in SCPM systems. We prove that all the benchmark classes of optimisation models appeared in SCPM systems can be formulated/reformulated as a dc program and show how to solve these classes of problems by dcA-based algorithms. We offer the community of researchers in SCPM efficient algorithms in a unified dc programming framework to tackle various applications such as supply chain design, scheduling, multi-stage production/inventory system, vehicle routing, horizontal ellipsis
We consider the supervised pattern classification in the high-dimensional setting, in which the number of features is much larger than the number of observations. We present a novel approach to the sparse Fisher linea...
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We consider the supervised pattern classification in the high-dimensional setting, in which the number of features is much larger than the number of observations. We present a novel approach to the sparse Fisher linear discriminant problem using the l(0)-norm. The resulting optimization problem is nonconvex, discontinuous and very hard to solve. We overcome the discontinuity by using appropriate approximations to the l(0)-norm such that the resulting problems can be formulated as difference of convex functions (dc) programs to which dc programming and dc Algorithms (dcA) are investigated. The experimental results on both simulated and real datasets demonstrate the efficiency of the proposed algorithms compared to some state-of-the-art methods.
Extracting key frames from a video can reduce redundancies in continuous scenes and pithy represent the entire video. This technique copes with the issue of how to efficiently manage a large amount of video data and h...
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Extracting key frames from a video can reduce redundancies in continuous scenes and pithy represent the entire video. This technique copes with the issue of how to efficiently manage a large amount of video data and has many applications such as video indexing, querying, and browsing. Current key frame extraction methods often utilize sparse modeling, which assumes that each video frame can be expressed as a linear combination of a few representative key frames. Although these methods are successful, they are less aware of the fact that videos have spatio-temporal structure and used l(1) norm based sparsity measure. In this paper, we propose a key frame extraction method that considers spatio-temporal information of videos. We employ a sparsity measure that is based on the determinant of the Gram matrix computed from entire video frames. The determinant sparsity measure is computed for the entire matrix, not for single frames, and thus it reflects the spatial or joint sparseness of the entire video. With this measure, the solutions are sparser than conventional sparseness measures but the cost function is non-convex and optimization becomes harder. Then, utilizing the fact that the proposed cost function is the difference of two convex functions, we employ an efficient algorithm based on the difference-of-convex (dc) programming, which often finds the global solution of the non-convex cost function. Experiments show that the proposed algorithm generates high-quality, high-compression key frames, compared with the existing key frame extraction method with the l(1) norm. The determinant sparsity measure was recently proposed and can be utilized for more video processing applications such as video saliency detection. (C) 2018 Elsevier Inc. All rights reserved.
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