Weekly Activities

Convergence Analysis of a Proximal Point Algorithm For Minimizing Differences of Functions (cont.)
Speaker: Nguyen Thai An

Time: 9h00, Wednesday, May 27, 2015

Location: Room 4, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi

Abstract: Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the class of functions representable as differences of convex functions. In this paper, we introduce a generalized proximal point algorithm to minimize the difference of a nonconvex function and a convex function. We also study convergence results of this algorithm under the main assumption that the objective function satisfies the Kurdyka - Lojasiewicz inequality.

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