Markov chain stochastic DCA and applications in deep learning with PDEs regularization.

This paper addresses a large class of nonsmooth nonconvex stochastic DC (difference-of-convex functions) programs where endogenous uncertainty is involved and i.i.d.

Cardinality optimization in constraint-based modelling: application to human metabolism.

Motivation: Several applications in constraint-based modelling can be mathematically formulated as cardinality optimization problems involving the minimization or maximization of the number of nonzeros in a vector. These problems include testing for stoichiometric consistency, testing for flux consistency, testing for thermodynamic flux consistency, computing sparse solutions to flux balance analysis problems and computing the minimum number of constraints to relax to render an infeasible flux balance analysis problem feasible. Such cardinality optimization problems are computationally complex, with no known polynomial time algorithms capable of returning an exact and globally optimal solution.

Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression.

We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed: stochastic DCA and inexact stochastic DCA. We prove that the convergence of both algorithms to a critical point is guaranteed with probability one.

Block clustering based on difference of convex functions (DC) programming and DC algorithms.

We investigate difference of convex functions (DC) programming and the DC algorithm (DCA) to solve the block clustering problem in the continuous framework, which traditionally requires solving a hard combinatorial optimization problem. DC reformulation techniques and exact penalty in DC programming are developed to build an appropriate equivalent DC program of the block clustering problem. They lead to an elegant and explicit DCA scheme for the resulting DC program.