Application to Microeconomic of a Proximal Method for a Class of Nonconvex Multi-objective Minimization
In this article we show numerical examples and an application to microeconomics of a proximal point method, introduced by Papa Quiroz, Bermeo and Ichpas (2023), for a class of non-convex multiobjective minimization problems. In the work the authors demonstrated the theoretical convergence of the algorithm to a Pareto-Clarke critical point and to a Pareto solution when the functions are convex. The present work extends the numerical experimentation of the algorithm by applying it to a specific problem with the intention of showing the practicability of the proposed algorithm. The algorithm was implemented in MATLAB and the results show that the algorithm promises to solve deterministic microeconomic problems.
Application to Microeconomic of a Proximal Method for a Class of Nonconvex Multi-objective Minimization
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DOI: https://doi.org/10.22533/at.ed.317428241911
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Palavras-chave: Proximal point method, Multiobjective minimization, Clarke subdifferential, Pareto critical point Microeconomics.
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Keywords: -
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Abstract: -
- Osmar Arnaldo Bermeo Carrasco