An inexact proximal method for quasiconvex minimization
We obtain global convergence of an inexact proximal method for quasiconvex problems. We give a sufficient condition to obtain convergence to an optimal point. The studied model is nondifferentiable but Lipschitz continuous. The results may be used, in particular, to solve decision economics problems.
quasiconvex minimization computing science global optimization nonlinear programming proximal point methods