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João Carlos O. Souza et al., « Global convergence of a proximal linearized algorithm for difference of convex functions », HAL-SHS : économie et finance, ID : 10.1007/s11590-015-0969-1
A proximal linearized algorithm for minimizing difference of two convex functions is proposed. If the sequence generated by the algorithm is bounded it is proved that every cluster point is a critical point of the function under consideration, even if the auxiliary minimizations are performed inexactly at each iteration. Linear convergence of the sequence is established under suitable additional assumptions.