Proximal bundle methods for nonsmooth DC programming

2019 ◽  
Vol 75 (2) ◽  
pp. 523-563 ◽  
Author(s):  
Welington de Oliveira
2014 ◽  
Vol 148 (1-2) ◽  
pp. 241-277 ◽  
Author(s):  
W. de Oliveira ◽  
C. Sagastizábal ◽  
C. Lemaréchal

Author(s):  
Tao Pham Dinh ◽  
Van Ngai Huynh ◽  
Hoai An Le Thi ◽  
Vinh Thanh Ho
Keyword(s):  

2016 ◽  
Vol 2016 ◽  
pp. 1-13
Author(s):  
Wanping Yang ◽  
Jinkai Zhao ◽  
Fengmin Xu

The constrained rank minimization problem has various applications in many fields including machine learning, control, and signal processing. In this paper, we consider the convex constrained rank minimization problem. By introducing a new variable and penalizing an equality constraint to objective function, we reformulate the convex objective function with a rank constraint as a difference of convex functions based on the closed-form solutions, which can be reformulated as DC programming. A stepwise linear approximative algorithm is provided for solving the reformulated model. The performance of our method is tested by applying it to affine rank minimization problems and max-cut problems. Numerical results demonstrate that the method is effective and of high recoverability and results on max-cut show that the method is feasible, which provides better lower bounds and lower rank solutions compared with improved approximation algorithm using semidefinite programming, and they are close to the results of the latest researches.


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