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On the convergence of an approximate proximal method for DC functions. (English) Zbl 1104.65058
Summary: We prove the convergence of the approximate proximal method for DC functions proposed by W. Sun, R. J. B. Sampaio and M. A. B. Candido [ibid. 21, No. 4, 451–462 (2003; Zbl 1107.90427)]. Our analysis also permits to treat the exact method. We then propose an interesting result in the case where the second component of the DC function is differentiable and provide some computational experiences which proved the efficiency of our method.

MSC:
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
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