Article ID: | iaor201530266 |
Volume: | 273 |
Start Page Number: | 856 |
End Page Number: | 867 |
Publication Date: | Jan 2016 |
Journal: | Applied Mathematics and Computation |
Authors: | Souza Michael, Rocha Rogrio Azevedo, Oliveira Paulo Roberto, Gregrio Ronaldo Malheiros |
Keywords: | programming: multiple criteria, heuristics |
Recently, Gregório and Oliveira developed a proximal point scalarization method (applied to multi‐objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic‐quadratic function of Auslender et al. as regularization. In this study, a variation of this method is proposed, using the regularization with logarithm and quasi‐distance. By restricting it to a certain class of quasi‐distances that are Lipschitz continuous and coercive in any of their arguments, we show that any sequence