An inexact scalarized proximal algorithm with quasi- distance for convex and quasiconvex multi-objective minimization

In the paper of Rocha et al., J Optim Theory Appl (2016) 171:964979, the authors introduced a proximal point algorithm with quasi-distances to solve unconstrained convex multi-objective minimization problems. They proved that all accumulation points are ecient solutions of the problem. In this pa- per we analyze an inexact proximal point algorithm to solve convex … Read more

A GENERALIZED PROXIMAL LINEARIZED ALGORITHM FOR DC FUNCTIONS WITH APPLICATION TO THE OPTIMAL SIZE OF THE FIRM PROBLEM

A proximal linearized algorithm with a quasi distance as regularization term for minimizing a DC function (difference of two convex functions) is proposed. If the sequence generated by our algorithm is bounded, it is proved that every cluster point is a critical point of the function under consideration, even if minimizations are performed inexactly at … Read more

An Inexact Proximal Method with Proximal Distances for Quasimonotone Equilibrium Problems

In this paper we propose an inexact proximal point method to solve equilibrium problem using proximal distances and the diagonal subdi erential. Under some natural assumptions on the problem and the quasimonotonicity condition on the bifunction, we prove that the sequence generated for the method converges to a solution point of the problem. CitationReport01-2016-PESC-COPPE-UFRJArticleDownload View PDF

A Linear Scalarization Proximal Point Method for Quasiconvex Multiobjective Minimization

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal parameters are bounded we prove the convergence of the sequence generated by the algorithm and when the objective functions are continuous, we prove the … Read more

A Linear Scalarization Proximal Point Method for Quasiconvex Multiobjective Minimization

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal parameters are bounded we prove the convergence of the sequence generated by the algorithm and when the objective functions are continuous, we prove the … Read more

An Inexact Proximal Algorithm for Pseudomonotone and Quasimonotone Variational Inequalities

In this paper we introduce an inexact proximal point algorithm using proximal distances for solving variational inequality problems when the mapping is pseudomonotone or quasimonotone. Under some natural assumptions we prove that the sequence generates by the algorithm is convergent for the pseudomonotone case and weakly convergent for the quasimonotone ones. This approach unifies the … Read more

Convergence rate of a proximal multiplier algorithm for separable convex minimization

The proximal multiplier method with proximal distances (PMAPD) proposed by O. Sarmiento C., E. A. Papa Quiroz and P. R. Oliveira, applied to solve a convex program with separable structure unified the works of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM) and extended the convergence properties for the … Read more

A proximal point algorithm for DC functions on Hadamard manifolds

An extension of a proximal point algorithm for difference of two convex functions is presented in the context of Riemannian manifolds of nonposite sectional curvature. If the sequence generated by our algorithm is bounded it is proved that every cluster point is a critical point of the function (not necessarily convex) under consideration, even if … Read more

A proximal multiplier method for separable convex minimization

In this paper, we propose an inexact proximal multiplier method using proximal distances for solving convex minimization problems with a separable structure. The proposed method unified the work of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM) and extends the convergence properties for a class of phi-divergence distances. We … Read more

A Scalarization Proximal Point Method for Quasiconvex Multiobjective Minimization

In this paper we propose a scalarization proximal point method to solve multiobjective unconstrained minimization problems with locally Lipschitz and quasiconvex vector functions. We prove, under natural assumptions, that the sequence generated by the method is well defined and converges globally to a Pareto-Clarke critical point. Our method may be seen as an extension, for … Read more