Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Thi, Hoai An Le"'
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 as performs group rekeying whenever the membership changes dynamically
Externí odkaz:
http://arxiv.org/abs/2305.10131
Autor:
Thi-Phuong-Thao Pham, Thi-Van Hoang, Thi-Thuy-Duong Le, Phuc-Thao-Nguyen Cao, Van-Thao-Nguyen Ho, Thi-Mai-Hoa Vu, Thi-Hoai-Thu Le, Huynh-Thien-Xuan Pham, Okti Ratna Mafruhah, Thi-Thuy-Linh Pham, Min-Tsang Hsieh, Hai-Anh Ha
Publikováno v:
Journal of Functional Foods, Vol 120, Iss , Pp 106379- (2024)
The study aimed to compare the cardiovascular benefits of fish oil (FO) and krill oil (KO) in various molecular forms/variants. These included ethyl ester (EE), triglyceride (TG), re-esterified triacylglycerol (rTAG), phospholipid/free fatty acid (PL
Externí odkaz:
https://doaj.org/article/89fbc1b0be354b8bbf394c60d33b3dc8
Autor:
Thi-Phuong-Thao Pham, Thi-Hoai-Thu Le, Huynh-Thien-Xuan Pham, Thanh-Thien Tran, Van-Truong Pham, Okti Ratna Mafruhah, Hai-Anh Ha
Publikováno v:
Heliyon, Vol 10, Iss 10, Pp e31447- (2024)
Background: Antioxidant therapy is gaining traction in managing sepsis and septic shock, owing to its perceived positive impact on patient outcomes. This study sought to compare the efficacy of five antioxidant therapies (melatonin, vitamin C, vitami
Externí odkaz:
https://doaj.org/article/243c511180034066ac456f484a596354
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, the current body of research on stochastic algorithms for nonsmooth, non
Externí odkaz:
http://arxiv.org/abs/2108.02300
Autor:
Phan, Duy Nhat, Thi, Hoai An Le
In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient continuity as
Externí odkaz:
http://arxiv.org/abs/2106.04743
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: stochasti
Externí odkaz:
http://arxiv.org/abs/1911.03992
Akademický článek
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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 Difference-of-Convex (DC) program. In this manuscript, we investigate four DC
Externí odkaz:
http://arxiv.org/abs/1906.01509
Akademický článek
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In this paper, we present two variants of DCA (Different of Convex functions Algorithm) to solve the constrained sum of differentiable function and composite functions minimization problem, with the aim of increasing the convergence speed of DCA. In
Externí odkaz:
http://arxiv.org/abs/1806.09620