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Article Dans Une Revue Journal of Dynamics and Games Année : 2022

Copositivity Meets D.C. Optimization

Résumé

Based on a work by M. Dur and J.-B. Hiriart-Urruty[3], we consider the problem of whether a symmetric matrix is copositive formulated as a difference of convex functions problem. The convex nondifferentiable function in this d.c. decomposition being proximable, we then apply a proximal-gradient method to approximate the related stationary points. Whereas, in [3], the DCA algorithm was used.

Dates et versions

hal-03096298 , version 1 (04-01-2021)

Identifiants

Citer

Abdellatif Moudafi, Paul-Emile Mainge. Copositivity Meets D.C. Optimization. Journal of Dynamics and Games, 2022, 9 (1), pp.27. ⟨10.3934/jdg.2021022⟩. ⟨hal-03096298⟩
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