In recent years, research is very active in nonconvex optimization. There are two principal reasons for this: The first is the importance of its applications to concrete problems in practice. The second is a natural way of leaving the convex optimization (which is sufficiently studied and can be considered as practically solved) and passing to the nonconvex optimization. More especially as the resolution of a nonconvex optimization problem requires in general, at each step, the resolution of a convex optimization problem; and then it is necessary to adapt and to make efficient the existent algorithms of convex optimization for solving the nonconvex optimization problems.