An inexact proximal method for quasiconvex minimization

E. A. Papa Quiroz; L. Mallma Ramirez; P. R. Oliveira

doi:10.1016/j.ejor.2015.05.041

An inexact proximal method for quasiconvex minimization

E. A. Papa Quiroz, L. Mallma Ramirez, P. R. Oliveira

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Abstract

© 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.

Original language	American English
Pages (from-to)	721-729
Number of pages	9
Journal	European Journal of Operational Research
DOIs	https://doi.org/10.1016/j.ejor.2015.05.041
State	Published - 1 Jan 2015

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author = "{Papa Quiroz}, {E. A.} and {Mallma Ramirez}, L. and Oliveira, {P. R.}",

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AU - Mallma Ramirez, L.

AU - Oliveira, P. R.

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N2 - © 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.

AB - © 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.

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An inexact proximal method for quasiconvex minimization

Abstract

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