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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- Computing science
- Global optimization
- Nonlinear programming
- Proximal point methods
- Quasiconvex minimization