Convergence of a proximal-type method for DC functions. (English) Zbl 1137.49017

Moudafi, Abdellatif

J. Appl. Funct. Anal. 1, No. 3, 285-291 (2006).

Summary: We study the convergence of a descent-proximal method for finding critical points of a DC function. From a practical point of view, we propose an algorithmic pattern obtained by coupling the latter with cutting plane approximations.

MSC:

49J53	Set-valued and variational analysis
65K10	Numerical optimization and variational techniques
90C25	Convex programming
49J40	Variational inequalities
49M30	Other numerical methods in calculus of variations (MSC2010)

Keywords:

DC minimization; critical points; proximal point algorithm