Coercivity and generalized proximal algorithms: application—traveling around the world

E. A.Papa Quiroz; A. Soubeyran; P. R. Oliveira

doi:10.1007/s10479-022-04725-0

Coercivity and generalized proximal algorithms: application—traveling around the world

E. A.Papa Quiroz, A. Soubeyran, P. R. Oliveira

Research output: Contribution to journal › Article › peer-review

Abstract

We present an inexact proximal point algorithm using quasi distances to solve a minimization problem in the Euclidean space. This algorithm is motivated by the proximal methods introduced by Attouch et al., section 4, (Math Program Ser A, 137: 91–129, 2013) and Solodov and Svaiter (Set Valued Anal 7:323–345, 1999). In contrast, in this paper we consider quasi distances, arbitrary (non necessary smooth) objective functions, scalar errors in each objective regularized approximation and vectorial errors on the residual of the regularized critical point, that is, we have an error on the optimality condition of the proximal subproblem at the new point. We obtain, under a coercivity assumption of the objective function, that all accumulation points of the sequence generated by the algorithm are critical points (minimizer points in the convex case) of the minimization problem. As an application we consider a human location problem: How to travel around the world and prepare the trip of a lifetime.

Original language	English
Pages (from-to)	451-467
Number of pages	17
Journal	Annals of Operations Research
Volume	321
Issue number	1-2
DOIs	https://doi.org/10.1007/s10479-022-04725-0
State	Published - Feb 2023

Bibliographical note

Funding Information:
The first author is grateful to FAPERJ-CAPES by the economic support on the Pos-Doctoral Project PAPD-2011, Process The work of the second author was supported by the French National Research Agency Grant ANR-17-EURE-0020, and by the Excellence Initiative of Aix-Marseille University - A*MIDEX. The research of the third author was partially support by CNPq (Grant 302678/2017-4). The last version of the paper was written when the first author was working as a visiting professor at IME-Federal University of Goias.

Publisher Copyright:
© 2022, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.

Keywords

Coercivity
Inexact algorithms
Proximal point methods
Quasi distances
Traveler problem
Variational rationality

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10.1007/s10479-022-04725-0

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title = "Coercivity and generalized proximal algorithms: application—traveling around the world",

abstract = "We present an inexact proximal point algorithm using quasi distances to solve a minimization problem in the Euclidean space. This algorithm is motivated by the proximal methods introduced by Attouch et al., section 4, (Math Program Ser A, 137: 91–129, 2013) and Solodov and Svaiter (Set Valued Anal 7:323–345, 1999). In contrast, in this paper we consider quasi distances, arbitrary (non necessary smooth) objective functions, scalar errors in each objective regularized approximation and vectorial errors on the residual of the regularized critical point, that is, we have an error on the optimality condition of the proximal subproblem at the new point. We obtain, under a coercivity assumption of the objective function, that all accumulation points of the sequence generated by the algorithm are critical points (minimizer points in the convex case) of the minimization problem. As an application we consider a human location problem: How to travel around the world and prepare the trip of a lifetime.",

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AB - We present an inexact proximal point algorithm using quasi distances to solve a minimization problem in the Euclidean space. This algorithm is motivated by the proximal methods introduced by Attouch et al., section 4, (Math Program Ser A, 137: 91–129, 2013) and Solodov and Svaiter (Set Valued Anal 7:323–345, 1999). In contrast, in this paper we consider quasi distances, arbitrary (non necessary smooth) objective functions, scalar errors in each objective regularized approximation and vectorial errors on the residual of the regularized critical point, that is, we have an error on the optimality condition of the proximal subproblem at the new point. We obtain, under a coercivity assumption of the objective function, that all accumulation points of the sequence generated by the algorithm are critical points (minimizer points in the convex case) of the minimization problem. As an application we consider a human location problem: How to travel around the world and prepare the trip of a lifetime.

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KW - Inexact algorithms

KW - Proximal point methods

KW - Quasi distances

KW - Traveler problem

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Coercivity and generalized proximal algorithms: application—traveling around the world

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Keywords

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