A Proximal Point Algorithm with Quasi-distance in Multi-objective Optimization

@article{Rocha2016APP,
  title={A Proximal Point Algorithm with Quasi-distance in Multi-objective Optimization},
  author={Rog{\'e}rio Azevedo Rocha and P. Roberto Oliveira and Ronaldo Malheiros Greg{\'o}rio and Michael Souza},
  journal={J. Optimization Theory and Applications},
  year={2016},
  volume={171},
  pages={964-979}
}
In this paper, we present a generalized vector-valued proximal point algorithm for convex and unconstrained multi-objective optimization problems. Our main contribution is the introduction of quasi-distancemappings in the regularized subproblems, which has important applications in the computer theory and economics, among others. By considering a certain class of quasi-distances, that are Lipschitz continuous and coercive in any of their arguments, we show that any sequence generated by our… CONTINUE READING
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