Relaxed-inertial proximal point type algorithms for quasiconvex minimization

We propose a relaxed-inertial proximal point type algorithm for solving optimization problems consisting in minimizing strongly quasiconvex functions whose variables lie in finitely dimensional linear subspaces. A relaxed version of the method where the constraint set is only closed and convex is al...

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Veröffentlicht in:Journal of global optimization 2023-03, Vol.85 (3), p.615-635
Hauptverfasser: Grad, S.-M., Lara, F., Marcavillaca, R. T.
Format: Artikel
Sprache:eng
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Zusammenfassung:We propose a relaxed-inertial proximal point type algorithm for solving optimization problems consisting in minimizing strongly quasiconvex functions whose variables lie in finitely dimensional linear subspaces. A relaxed version of the method where the constraint set is only closed and convex is also discussed, and so is the case of a quasiconvex objective function. Numerical experiments illustrate the theoretical results.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-022-01226-z