Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 25
Proximal Bundle Algorithms for DC Constrained DC Programs
Abdessamad Fadil, Roubi Ahmed
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
December 08, 2021
March 03, 2040
April 15, 2040

Abstract: A DC programming problem is defined as the problem of minimizing a difference of two convex functions. In this work, we propose new methods based on the method of centers, on the proximal point algorithm and on the idea of bundle methods, for solving such problem. First, we introduce proximal point algorithms, in which, at each iteration, an approximate prox-regularized parametric subproblem is solved inexactly to obtain an approximate solution to the original problem. Based on this approach and the idea of bundle methods, we propose implementable proximal bundle algorithms, in which the ...