A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems

Glaydston de Carvalho Bento, Sandro Dimy Barbosa Bitar, João Xavier da Cruz Neto, Antoine Soubeyran and João Carlos de Oliveira Souza
Additional contact information
Glaydston de Carvalho Bento: IME - IME, Federal University of Goiás
Sandro Dimy Barbosa Bitar: ICE - ICE, Federal University of Amazonas
João Xavier da Cruz Neto: CCN, DM, - CCN, DM, Federal University of Piauí
João Carlos de Oliveira Souza: Federal University of Piauí

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Abstract: We consider the constrained multi-objective optimization problem of finding Pareto critical points of difference of convex functions. The new approach proposed by Bento et al. (SIAM J Optim 28:1104–1120, 2018) to study the convergence of the proximal point method is applied. Our method minimizes at each iteration a convex approximation instead of the (non-convex) objective function constrained to a possibly non-convex set which assures the vector improving process. The motivation comes from the famous Group Dynamic problem in Behavioral Sciences where, at each step, a group of (possible badly informed) agents tries to increase his joint payoff, in order to be able to increase the payoff of each of them. In this way, at each step, this ascent process guarantees the stability of the group. Some encouraging preliminary numerical results are reported.

Keywords: Multi-objective programming; Proximal point method; DC function; Variational rationality; Behavioral sciences (search for similar items in EconPapers)
Date: 2020-01
Note: View the original document on HAL open archive server: https://amu.hal.science/hal-02351104
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Citations: View citations in EconPapers (1)

Published in Computational Optimization and Applications, 2020, 75 (1), pp.263-290. ⟨10.1007/s10589-019-00139-0⟩

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Journal Article: A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02351104

DOI: 10.1007/s10589-019-00139-0

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