Local search proximal algorithms as decision dynamics with costs to move - Archive ouverte HAL
Article Dans Une Revue Set Valued Analysis Année : 2010

Local search proximal algorithms as decision dynamics with costs to move

Résumé

Acceptable moves for the "worthwhile-to-move" incremental principle are such that "advantages-to-move" are higher than some fraction of "costs-to-move". When combined with optimization, this principle gives raise to adaptive local search proximal algorithms. Convergence results are given in two distinctive cases, namely low local costs-to-move and high local costs-to-move. In this last case, one obtains a dynamic cognitive approach to Ekeland's -variational principle. Introduction of costs-to-move in the algorithms yields robustness and stability properties.
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Dates et versions

hal-00803790 , version 1 (22-03-2013)

Identifiants

Citer

Hedy Attouch, Antoine Soubeyran. Local search proximal algorithms as decision dynamics with costs to move. Set Valued Analysis, 2010, 19 (1), pp.157-177. ⟨10.1007/s11228-010-0139-7⟩. ⟨hal-00803790⟩
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