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A Proximal Algorithm with Quasi Distance. Application to Habit's Formation

Felipe Garcia Moreno (fgarcia***at***cos.ufrj.br)
Paulo Roberto Oliveira (poliveir***at***cos.ufrj.br)
Antoine Soubeyran (antoine.soubeyran***at***univmed.fr)

Abstract: We consider a proximal algorithm with quasi distance applied to nonconvex and nonsmooth functions involving analytic properties for an unconstrained minimization problem. We show the behavioral importance of this proximal point model for habit's formation in Decision and Making Sciences.

Keywords: Variational analysis; quase distances; Kurdyka-\L ojasiewicz inequality; proximal method; costs to change; inertia; anchoring effect

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation:

Download: [PDF]

Entry Submitted: 12/02/2009
Entry Accepted: 12/02/2009
Entry Last Modified: 05/20/2010

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