A proximal algorithm with quasi distance. Application to habit's formation

DOI10.1080/02331934.2011.564623zbMath1267.65064OpenAlexW1987964049MaRDI QIDQ3145052

Antoine Soubeyran, Felipe García Moreno, Paulo Roberto Oliveira

Publication date: 13 December 2012

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2011.564623

zbMATH Keywords

minimization probleminertiavariational analysisproximal methodKurdyka-Łojasiewicz inequalityquasi distancecosts to changeanchoring effectdecision making sciencesformation of habit

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Management decision making, including multiple objectives (90B50)

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