DC programming and DCA: thirty years of developments

被引:252
作者
Hoai An Le Thi [1 ]
Tao Pham Dinh [2 ]
机构
[1] Univ Lorraine, Lab Theoret & Appl Comp Sci LITA, 3 Rue Augustin Fresnel, F-57073 Metz Technopole, France
[2] Natl Inst Appl Sci Rouen, Math Lab, F-76801 St Etienne Du Rouvray, France
关键词
DC programming; DCA; Theory; Algorithms; Applications; SUPPORT VECTOR MACHINES; NONCONCAVE PENALIZED LIKELIHOOD; BALANCED BOOLEAN FUNCTIONS; FEATURE-SELECTION; NONCONVEX OPTIMIZATION; VARIABLE SELECTION; ROUTING PROBLEM; PORTFOLIO OPTIMIZATION; THRESHOLDING ALGORITHM; EFFICIENT ALGORITHM;
D O I
10.1007/s10107-018-1235-y
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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.
引用
收藏
页码:5 / 68
页数:64
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