Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2022 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Optimization, volume 32, pages 2,263-2,293 (issn: 1052-6234, eissn: 1095-7189,

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Authors: Hoai An Le Thi; Van Ngai Huynh; Tao Pham Dinh; Hoang Phuc Hau Luu;

doi: 10.1137/20m1385706

Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming

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Abstract

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Normandie Université
France

Keywords

stochastic DC function, stochastic DCA, Applications of functional analysis in optimization, convex analysis, mathematical programming, economics, Methods of reduced gradient type, Stochastic programming, subdifferential, Stochastic DC program, Stochastic DCA, stochastic DC program, Nonconvex programming, global optimization, Numerical methods based on necessary conditions, DC programs, DC program, [INFO]Computer Science [cs], Stochastic DC function, [MATH]Mathematics [math], DCA, Subdifferential

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