An algorithm for minimizing clustering functions
- Authors: Bagirov, Adil , Ugon, Julien
- Date: 2005
- Type: Text , Journal article
- Relation: Optimization Vol. 54, no. 4-5 (Aug-Oct 2005), p. 351-368
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- Reviewed:
- Description: The problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization. An algorithm for solving the latter optimization problem is developed which allows one to significantly reduce the computational efforts. This algorithm is based on the so-called discrete gradient method. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed algorithm.
- Description: C1
- Description: 2003001266
Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems
- Authors: Bagirov, Adil , Taheri, Sona , Ugon, Julien
- Date: 2016
- Type: Text , Journal article
- Relation: Pattern Recognition Vol. 53, no. (2016), p. 12-24
- Relation: http://purl.org/au-research/grants/arc/DP140103213
- Full Text: false
- Reviewed:
- Description: This paper introduces an algorithm for solving the minimum sum-of-squares clustering problems using their difference of convex representations. A non-smooth non-convex optimization formulation of the clustering problem is used to design the algorithm. Characterizations of critical points, stationary points in the sense of generalized gradients and inf-stationary points of the clustering problem are given. The proposed algorithm is tested and compared with other clustering algorithms using large real world data sets. © 2015 Elsevier Ltd. All rights reserved.
Nonsmooth DC programming approach to clusterwise linear regression : Optimality conditions and algorithms
- Authors: Bagirov, Adil , Ugon, Julien
- Date: 2018
- Type: Text , Journal article
- Relation: Optimization Methods and Software Vol. 33, no. 1 (2018), p. 194-219
- Relation: http://purl.org/au-research/grants/arc/DP140103213
- Full Text: false
- Reviewed:
- Description: The clusterwise linear regression problem is formulated as a nonsmooth nonconvex optimization problem using the squared regression error function. The objective function in this problem is represented as a difference of convex functions. Optimality conditions are derived, and an algorithm is designed based on such a representation. An incremental approach is proposed to generate starting solutions. The algorithm is tested on small to large data sets. © 2017 Informa UK Limited, trading as Taylor & Francis Group.