An algorithm for nonconvex lower semicontinuous optimization problems

Authors:
Z. Oscar Cornejo
Affiliations:
Facultad de Ingeniería, Universidad Católica de la Ssma. Concepción, Concepción, Chile
Venue:
AAIM'05 Proceedings of the First international conference on Algorithmic Applications in Management
Year:
2005

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Abstract

In this paper we study an algorithm to find critical points of a lower semicontinuous nonconvex function. We use the Moreau regularization for a special type of functions belonging to the class of prox-regular functions which have very interesting algorithmic properties. We show that it is possible to generate an algorithm in order to obtain a critical point using the theory developed for the composite functions and also the results for the solutions of nonsmooth vectorial equations. We prove the convergence of the algorithm and some estimations of the convergence speed.