Variational analysis in psychological modeling

This paper develops some mathematical models arising in psychology and some other areas of behavioral sciences that are formalized via general preferences with variable ordering structures. Our considerations are based on the recent “variational rationality approach” that unifies numerous theories in different branches of behavioral sciences by using, in particular, worthwhile change and stay dynamics … Read more

Dual equilibrium problems: how a succession of aspiration points converges to an equilibrium

We consider an equilibrium problem defined on a convex set, whose cost bifunction may not be monotone. We show that this problem can be solved by the inexact partial proximal method with quasi distance. As an application, at the psychological level of behavioral dynamics, this paper shows two points: i) how a dual equilibrium problem … Read more

A Trust-Region Method for Unconstrained Multiobjective Problems with Applications in Satisficing Processes

Multiobjective optimization has a significant number of real life applications. For this reason, in this paper, we consider the problem of finding Pareto critical points for unconstrained multiobjective problems and present a trust-region method to solve it. Under certain assumptions, which are derived in a very natural way from assumptions used by \citet{conn} to establish … Read more

Learning how to play Nash, potential games and alternating minimization method for structured nonconvex problems on Riemannian manifolds

In this paper we consider minimization problems with constraints. We show that if the set of constaints is a Riemannian manifold of non positive curvature and the objective function is lower semicontinuous and satisfi es the Kurdyka-Lojasiewicz property, then the alternating proximal algorithm in Euclidean space is naturally extended to solve that class of problems. We … Read more

Proximal point method on Finslerian manifolds and the “Effort Accuracy Trade off”

In this paper we consider minimization problems with constraints. We will show that if the set of constraints is a Finslerian manifold of non positive flag curvature, and the objective function is di fferentiable and satisfi es the property Kurdyka-Lojasiewicz, then the proximal point method is naturally extended to solve that class of problems. We will prove … Read more

A Proximal Algorithm with Quasi Distance. Application to Habit’s Formation

We consider a proximal algorithm with quasi distance applied to nonconvex and nonsmooth functions involving analytic properties for an unconstrained minimization problem. We show the behavioral importance of this proximal point model for habit’s formation in Decision and Making Sciences. ArticleDownload View PDF

A Proximal Point Algorithm with Bregman Distances for Quasiconvex Optimization over the Positive Orthant

We present an interior proximal point method with Bregman distance, whose Bregman function is separable and the zone is the interior of the positive orthant, for solving the quasiconvex optimization problem under nonnegative constraints. We establish the well-definedness of the sequence generated by our algorithm and we prove convergence to a solution point when the … Read more