Une méthode de point proximal pour la minimisation d'une fonction DC

  • Christophe Simonet

    Student thesis: Master typesMaster in Mathematics

    Abstract

    In this work, a theoretical analysis of proximal point methods is done for solving nonconvex optimization problems and more specifically DC programming problems. The aim is to study convergence properties of an approximate proximal point algorithm for minimizing DC functions and to suggest an algorithmic scheme for computing the proximal point. The method used in this work is the bundle method well-known in convex optimization. Our analysis also allows us to consider the exact scheme.
    Date of Award2006
    Original languageFrench
    SupervisorJean-Jacques STRODIOT (Supervisor), Van Hien Nguyen (Jury) & Frank CALLIER (Jury)

    Cite this

    Une méthode de point proximal pour la minimisation d'une fonction DC
    Simonet, C. (Author). 2006

    Student thesis: Master typesMaster in Mathematics