Abstract
The goal of this paper is to discover some possibilities for applying the proximal point method to nonconvex problems. It can be proved that – for a wide class of problems – proximal regularization performed with appropriate regularization parameters ensures convexity of the auxiliary problems and each accumulation point of the method satisfies the necessary optimality conditions.
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Kaplan, A., Tichatschke, R. Proximal Point Methods and Nonconvex Optimization. Journal of Global Optimization 13, 389–406 (1998). https://doi.org/10.1023/A:1008321423879
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DOI: https://doi.org/10.1023/A:1008321423879