DC formulations and algorithms for sparse optimization problems

Best subset selection via a modern optimization lens

(2016) Dimitris Bertsimas et al.   ANNALS OF STATISTICS

DC approximation approaches for sparse optimization

(2015) H.A. Le Thi et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Subset selection by Mallows’ Cp: A mixed integer programming approach

(2015) Ryuhei Miyashiro et al.   EXPERT SYSTEMS WITH APPLICATIONS

Two pairs of families of polyhedral norms versus $$\ell _p$$ ℓ p -norms: proximity and applications in optimization

(2015) Jun-ya Gotoh et al.   MATHEMATICAL PROGRAMMING

CVaR norm and applications in optimization

(2014) Konstantin Pavlikov et al.   Optimization Letters

On the Moreau--Yosida Regularization of the Vector $k$-Norm Related Functions

(2014) Bin Wu et al.   SIAM JOURNAL ON OPTIMIZATION

Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach

(2013) Xiaojin Zheng et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Fast and Accurate Matrix Completion via Truncated Nuclear Norm Regularization

(2013) Yao Hu et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Gradient methods for minimizing composite functions

(2012) Yu. Nesterov   MATHEMATICAL PROGRAMMING

A Proof of Convergence of the Concave-Convex Procedure Using Zangwill's Theory

(2012) Bharath K. Sriperumbudur et al.   NEURAL COMPUTATION

Exact penalty and error bounds in DC programming

(2011) Hoai An Le Thi et al.   JOURNAL OF GLOBAL OPTIMIZATION

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Properties of two DC algorithms in quadratic programming

(2010) Hoai An Le Thi et al.   JOURNAL OF GLOBAL OPTIMIZATION

Robust investment strategies with discrete asset choice constraints using DC programming

(2010) Nalan Gulpinar et al.   OPTIMIZATION

A Singular Value Thresholding Algorithm for Matrix Completion

(2010) Jian-Feng Cai et al.   SIAM JOURNAL ON OPTIMIZATION

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

(2010) Benjamin Recht et al.   SIAM REVIEW

Exact Matrix Completion via Convex Optimization

(2009) Emmanuel J. Candès et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Fixed point and Bregman iterative methods for matrix rank minimization

(2009) Shiqian Ma et al.   MATHEMATICAL PROGRAMMING

Sparse and stable Markowitz portfolios

(2009) J. Brodie et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

(2009) Amir Beck et al.   SIAM Journal on Imaging Sciences

From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images

(2009) Alfred M. Bruckstein et al.   SIAM REVIEW

A DC programming approach for feature selection in support vector machines learning

(2008) Hoai An Le Thi et al.   Advances in Data Analysis and Classification