A proximal point algorithm with generalized proximal distances to BEPs
Optimization and Control
2014-07-09 v1
Abstract
We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequences generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of task's allocation in a hierarchical organization.
Cite
@article{arxiv.1407.1939,
title = {A proximal point algorithm with generalized proximal distances to BEPs},
author = {G. C. Bento and J. X. Cruz Neto and J. O. Lopes and P. A. Soares and A. Soubeyran},
journal= {arXiv preprint arXiv:1407.1939},
year = {2014}
}