Sissy da S. Souza

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

  • João Xavier da Cruz Neto
  • Paulo Roberto Oliveira
  • Antoine Soubeyran
  • Sissy da S. Souza
    • Categories Generalized Convexity/Monoticity Tags , , ,

    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

    A New Class of Interior Proximal Methods for Optimization over the Positive Orthant

  • Paulo Roberto Oliveira
  • Sissy da S. Souza
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , ,

    In this work we present a family of variable metric interior proximal methods for solving optimization problems under nonnegativity constraints. We define two algorithms, in the inexact and exact forms. The kernels are metrics generated by diagonal matrices in each iteration and the regularization parameters are conveniently chosen to force the iterates to be interior … Read more