An Extension of the Proximal Point Method for Quasiconvex Minimization

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on the Euclidean space and the nonnegative orthant. For the unconstrained minimization problem, assumming that the function is bounded from below and lower semicontinuous we prove that iterations fxkg given by 0 2 b@(f(:)+(k=2)jj:􀀀xk􀀀1jj2)(xk) are … Read more