8 citations · 19 across the 7 of their papers we have counts for
7 papers
Finding directional stationary points of DC programs
Hoai An Le Thi, Van Ngai Huynh, Tao Pham Dinh
We address the problem of computing stationary points for non-smooth, non-convex optimization problems. While this topic is well studied in the smooth setting, fewer algorithmic an…
Solving the problem of batch deletion and insertion members in the Logical Key Hierarchy structure by a DC Programming approach
Hoai An Le Thi, Thi Tuyet Trinh Nguyen
In secure group communications, users of a group share a common group key to prevent eavesdropping and protect the exchange content. A key server distributes the group key as well…
Online Stochastic DCA with applications to Principal Component Analysis
Hoai An Le Thi, Hoang Phuc Hau Luu, Tao Pham Dinh
Stochastic algorithms are well-known for their performance in the era of big data. In convex optimization, stochastic algorithms have been studied in depth and breadth. However, th…
High-order Moment Portfolio Optimization via An Accelerated Difference-of-Convex Programming Approach and Sums-of-Squares
Yi-Shuai Niu, Ya-Juan Wang, Hoai An Le Thi +1
The Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model is a quartic nonconvex polynomial minimization problem over a polytope, which can be formulated as a Differe…
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials
Yi-Shuai Niu, Hoai An Le Thi, Dinh Tao Pham
In this article, we are interested in developing polynomial decomposition techniques based on sums-of-squares (SOS), namely the difference-of-sums-of-squares (D-SOS) and the differ…
Improved DC Programming Approaches for Solving the Quadratic Eigenvalue Complementarity Problem
Yi-Shuai Niu, Joaquim Judice, Hoai An Le thi +1
In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP…
Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA
Hoai An Le Thi, Mahdi Moeini
In matter of Portfolio selection, we consider a generalization of the Markowitz Mean-Variance model which includes buy-in threshold constraints. These constraints limit the amount…