A proximal algorithm with quasi distance. Application to habit's formation
Felipe García Moreno, Paulo Roberto Oliveira, Antoine Soubeyran · Optimization · 2011
We consider a proximal algorithm with quasi distance applied to nonconvex and nonsmooth functions involving analytic properties for a minimization problem. We show the behavioural importance of this proximal point model for the formation of habit in Decision and Making Sciences. The convergence of the sequence generated by our algorithm to a critical-limit point is guaranteed under standard conditions of coercivity and by using the Kurdyka–Łojasiewicz inequality. We present a definition of habit that contemplates that kind of convergence.