An interior proximal method in vector optimization

This paper studies the vector optimization problem of finding weakly efficient points for maps from ${‐{R}}^n$ to ${‐{R}}^m$ , with respect to the partial order induced by a closed, convex, and pointed cone $C\subset {‐{R}}^m$ , with nonempty interior. We develop for this problem an extension of the proximal point method for scalar‐valued convex optimization problem with a modified convergence sensing condition that allows us to construct an interior proximal method for solving VOP on nonpolyhedral set.