MÉTODO DEL PUNTO PROXIMAL y SUS APLICACIÓN A MODELOS ECONÓMICOS

The aim of this work is to study the convergence of a extension of the proximal point method for minimizing a class of nonconvex functions on the nonnegative orthant and give some applications of the method in the solution of economics models which appears in microeconomy. The used procedures were t...

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Detalles Bibliográficos
Autores: De La Cruz Cuadros, Lucy Haydee, Papa Quiroz, Erik Alex
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2012
País:Perú
Institución:Universidad Nacional Mayor de San Marcos
Repositorio:Revistas - Universidad Nacional Mayor de San Marcos
Idioma:español
OAI Identifier:oai:revistasinvestigacion.unmsm.edu.pe:article/9605
Acceso en línea:https://revistasinvestigacion.unmsm.edu.pe/index.php/matema/article/view/9605
Access Level:acceso abierto
Palabra clave:Proximal point methods
separable convex problems
nonnegative orthant
proximal distances
convex functions.
Métodos proximales
ortante no negativo
distancia generalizada
funciones no convexas.
Descripción
Sumario:The aim of this work is to study the convergence of a extension of the proximal point method for minimizing a class of nonconvex functions on the nonnegative orthant and give some applications of the method in the solution of economics models which appears in microeconomy. The used procedures were the collection of information in scientific journals and specialized books, the study of the same and finally the use of mathematical tools to study the convergence of the sequence of the method. The results show that, under some appropriate assumptions, the iterations generated by the method are well defined and the sequence converges weakly to a KKT point.