A Proximal Method for Multiobjective Quasiconvex Minimization on the Nonnegative Orthant and its Application to Demand Theory in Microeconomy

2020 ◽  
Author(s):  
Erik Alex Papa Quiroz ◽  
Dante Borda Marcatinco ◽  
Frank Collantes Sánchez
Keyword(s):  
Proximal Method ◽  
Nonnegative Orthant ◽  
Demand Theory

A proximal method with separable Bregman distances for quasiconvex minimization over the nonnegative orthant

2010 ◽  
Vol 201 (2) ◽  
pp. 365-376 ◽  
Author(s):  
Sissy da S. Souza ◽  
P.R. Oliveira ◽  
J.X. da Cruz Neto ◽  
A. Soubeyran
Keyword(s):  
Proximal Method ◽  
Bregman Distances ◽  
Nonnegative Orthant

Some Thoughts on Demand Theory

2009 ◽  
Author(s):  
Lynn E. Dellenbarger ◽  
Lihong Zhu ◽  
Zhimin Chen ◽  
Pim Sadlier
Keyword(s):  
On Demand ◽  
Demand Theory

A new logarithmic-quadratic proximal method for nonlinear complementarity problems

2009 ◽  
Vol 215 (2) ◽  
pp. 695-706 ◽  
Author(s):  
Abdellah Bnouhachem ◽  
Muhammad Aslam Noor ◽  
Mohamed Khalfaoui ◽  
Sheng Zhaohan
Keyword(s):  
Complementarity Problems ◽  
Nonlinear Complementarity Problems ◽  
Proximal Method ◽  
Nonlinear Complementarity

scholarly journals Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections

2008 ◽  
Vol 40 (02) ◽  
pp. 529-547
Author(s):  
Francisco J. Piera ◽  
Ravi R. Mazumdar ◽  
Fabrice M. Guillemin
Keyword(s):  
Random Fields ◽  
Diffusion Coefficients ◽  
Boundary Behavior ◽  
Stationary Regime ◽  
Product Form ◽  
Local Times ◽  
Nonnegative Orthant ◽  
State Dependent ◽  
The Times ◽  
And Diffusion

In this paper we consider reflected diffusions with positive and negative jumps, constrained to lie in the nonnegative orthant of ℝ n . We allow for the drift and diffusion coefficients, as well as for the directions of reflection, to be random fields over time and space. We provide a boundary behavior characterization, generalizing known results in the nonrandom coefficients and constant directions of the reflection case. In particular, the regulator processes are related to semimartingale local times at the boundaries, and they are shown not to charge the times the process expends at the intersection of boundary faces. Using the boundary results, we extend the conditions for product-form distributions in the stationary regime to the case when the drift and diffusion coefficients, as well as the directions of reflection, are random fields over space.

An interior proximal method in vector optimization

2011 ◽  
Vol 214 (3) ◽  
pp. 485-492 ◽  
Author(s):  
Kely D.V. Villacorta ◽  
P. Roberto Oliveira
Keyword(s):  
Vector Optimization ◽  
Proximal Method

An improved proximal method with quasi-distance for nonconvex multiobjective optimization problem

2022 ◽  
Vol 0 (0) ◽  
Author(s):  
Fouzia Amir ◽  
Ali Farajzadeh ◽  
Jehad Alzabut
Keyword(s):  
Multiobjective Optimization ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Convergence Result ◽  
Proximal Method ◽  
Pareto Solution ◽  
Multiobjective Optimization Problems ◽  
Locally Lipschitz ◽  
The Cost ◽  
Constrained Multiobjective Optimization

Abstract Multiobjective optimization is the optimization with several conflicting objective functions. However, it is generally tough to find an optimal solution that satisfies all objectives from a mathematical frame of reference. The main objective of this article is to present an improved proximal method involving quasi-distance for constrained multiobjective optimization problems under the locally Lipschitz condition of the cost function. An instigation to study the proximal method with quasi distances is due to its widespread applications of the quasi distances in computer theory. To study the convergence result, Fritz John’s necessary optimality condition for weak Pareto solution is used. The suitable conditions to guarantee that the cluster points of the generated sequences are Pareto–Clarke critical points are provided.

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