© 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS). All rights reserved. In this paper we propose an inexact proximal point method to solve constrained minimization problems with locally Lipschitz quasiconvex objective functions. Assuming that the function is also bounded from below, lower semicontinuous and using proximal distances, we show that the sequence generated for the method converges to a stationary point of the problem.
Papa Quiroz, E. A., Mallma Ramirez, L., & Oliveira, P. R. (2015). An inexact proximal method for quasiconvex minimization. European Journal of Operational Research, 721-729. https://doi.org/10.1016/j.ejor.2015.05.041