An interior proximal method in vector optimization

This paper studies the vector optimization problem of finding weakly efficient points for maps from to , with respect to the partial order induced by a closed, convex, and pointed cone , 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.

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