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E. A. Papa Quiroz(erikpapagmail.com) Abstract: In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal parameters are bounded we prove the convergence of the sequence generated by the algorithm and when the objective functions are continuous, we prove the convergence to a generalized critical point. Furthermore, if each iteration minimize the proximal regularized function and the proximal parameters converges to zero we prove the convergence to a weak Pareto solution. In the continuously differentiable case, it is proved the global convergence of the sequence to a Pareto critical point and we introduce an inexact algorithm with the same convergence properties. We also analyze particular cases of the algorithm obtained finite convergence to a Pareto optimal point when the objective functions are convex and a sharp minimum condition is satisfied. Keywords: Multiobjective minimization; lower semicontinuous quasiconvex functions; proximal point methods; Fejér convergence; ParetoClarke critical point; finite convergence. Category 1: Other Topics (MultiCriteria Optimization ) Category 2: Nonlinear Optimization Category 3: Nonlinear Optimization (Unconstrained Optimization ) Citation: Download: [PDF] Entry Submitted: 10/01/2015 Modify/Update this entry  
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