Maison de l'économie et de la gestion d'Aix
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- Soubeyran
Soubeyran
Antoine Soubeyran
Faculty
,
Aix-Marseille Université
,
Faculté d'économie et de gestion (FEG)
Status
Emeritus professor
Research fields
Behavioral and experimental economics
Industrial organization
Thesis
1975
,
Aix-Marseille Université
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Contact
antoine.soubeyran[at]gmail.com
+33(0)4 13 94 20 28
Address
MEGA
Publications
We present an inexact proximal point algorithm using quasi distances to solve a minimization problem in the Euclidean space. This algorithm is motivated by the proximal methods introduced by Attouch et al., section 4, (Math Program Ser A, 137: 91–129, 2013) and Solodov and Svaiter (Set Valued Anal 7:323–345, 1999). In contrast, in this paper we consider quasi distances, arbitrary (non necessary smooth) objective functions, scalar errors in each objective regularized approximation and vectorial errors on the residual of the regularized critical point, that is, we have an error on the optimality condition of the proximal subproblem at the new point. We obtain, under a coercivity assumption of the objective function, that all accumulation points of the sequence generated by the algorithm are critical points (minimizer points in the convex case) of the minimization problem. As an application we consider a human location problem: How to travel around the world and prepare the trip of a lifetime.
We prove a new minimization theorem in weighted graphs endowed with a quasi-metric distance, which improves the graphical version of the Ekeland variational principle discovered recently (Alfuraidan and Khamsi in Proc Am Math Soc 147:5313–5321, 2019). As a powerful application in behavioral sciences, we consider how to improve the quality of life in the context of the work–family balance problem, using the recent variational rationality approach of stay and change human dynamics (Soubeyran in Variational Rationality, a Theory of Individual Stability and Change: Worthwhile and Ambidextry Behaviors. Preprint. GREQAM, Aix Marseille University, 2009; Soubeyran in Variational Rationality. The Resolution of Goal Conflicts Via Stop and Go Approach-Avoidance Dynamics. Preprint. AMSE, Aix-Marseille University, 2021).
This paper has two parts. The mathematical part provides generalized versions of the robust Ekeland variational principle in terms of set-valued EVP with variable preferences, uncertain parameters and changing weights given to vectorial perturbation functions. The behavioural part that motivates our findings models the formation and stability of a partnership in a changing, uncertain and complex environment in the context of the variational rationality approach of stop, continue and go human dynamics. Our generalizations allow us to consider two very important psychological effects relative to ego depletion and goal gradient hypothesis.
We establish general versions of the Ekeland variational principle (EVP), where we include two perturbation bifunctions to discuss and obtain better perturbations for obtaining three improved versions of the principle. Here, unlike the usual studies and applications of the EVP, which aim at exact minimizers via a limiting process, our versions provide good-enough approximate minimizers aiming at applications in particular situations. For the presentation of applications chosen in this paper, the underlying space is a partial quasi-metric one. To prove the aforementioned versions, we need a new proof technique. The novelties of the results are in both theoretical and application aspects. In particular, for applications, using our versions of the EVP together with new concepts of Ekeland points and stop and go dynamics, we study in detail human dynamics in terms of a psychological traveler problem, a typical model in behavioral sciences.
In this paper, we consider an abstract regularized method with a skew-symmetric mapping as regularization for solving equilibrium problems. The regularized equilibrium problem can be viewed as a generalized mixed equilibrium problem and some existence and uniqueness results are analyzed in order to study the convergence properties of the algorithm. The proposed method retrieves some existing one in the literature on equilibrium problems. We provide some numerical tests to illustrate the performance of the method. We also propose an original application to Becker’s household behavior theory using the variational rationality approach of human dynamics.
In this paper, we introduce a new proximal algorithm for equilibrium problems on a genuine Hadamard manifold, using a new regularization term. We first extend recent existence results by considering pseudomonotone bifunctions and a weaker sufficient condition than the coercivity assumption. Then, we consider the convergence of this proximal-like algorithm which can be applied to genuinely Hadamard manifolds and not only to specific ones, as in the recent literature. A striking point is that our new regularization term have a clear interpretation in a recent “variational rationality” approach of human behavior. It represents the resistance to change aspects of such human dynamics driven by motivation to change aspects. This allows us to give an application to the theories of desires, showing how an agent must escape to a succession of temporary traps to be able to reach, at the end, his desires.
In this paper we introduce a definition of approximate Pareto efficient solution as well as a necessary condition for such solutions in the multiobjective setting on Riemannian manifolds. We also propose an inexact proximal point method for nonsmooth multiobjective optimization in the Riemannian context by using the notion of approximate solution. The main convergence result ensures that each cluster point (if any) of any sequence generated by the method is a Pareto critical point. Furthermore, when the problem is convex on a Hadamard manifold, full convergence of the method for a weak Pareto efficient solution is obtained. As an application, we show how a Pareto critical point can be reached as a limit of traps in the context of the variational rationality approach of stay and change human dynamics.
We first give a pre-order principle whose form is very general. Combining the pre-order principle and generalized Gerstewitz functions, we establish a general equilibrium version of set-valued Ekeland variational principle (denoted by EVP), where the objective function is a set-valued bimap defined on the product of quasi-metric spaces and taking values in a quasi-ordered linear space, and the perturbation consists of a subset of the ordering cone multiplied by the quasi-metric. From this, we obtain a number of new results which essentially improve the related results. Particularly, the earlier lower boundedness condition has been weakened. Finally, we apply the new EVPs to Psychology.
This paper addresses a large class of vector optimization problems in infinite-dimensional spaces with respect to two important binary relations derived from domination structures. Motivated by theoretical challenges as well as by applications to some models in behavioral sciences, we establish new variational principles that can be viewed as far-going extensions of the Ekeland variational principle to cover domination vector settings. Our approach combines advantages of both primal and dual techniques in variational analysis with providing useful sufficient conditions for the existence of variational traps in behavioral science models with variable domination structures.
In this paper, in the context of quasi-metric spaces, we obtain two set-valued versions of the Ekeland variational-type principle by means of lower and upper set less relations, for the case where the perturbations need not satisfy the triangle inequality. An application in terms of migration problems and quality of life is given.
Local proximal point algorithms with quasi distances to find critical points (or minimizer points in the convex case) of functions in finite dimensional Riemannian manifolds are introduced. We prove that bounded sequences of the algorithm generated by proper bounded from below, lower semicontinuous and locally Lipschitz functions have accumulation points which are critical points (minimizer points in the convex case). Moreover, for Kurdyka-Lojasiewicz functions, the sequence globally converges to a critical point. We applied the algorithm to a behavioral traveler's problem where an individual tries to satisfy locally his needs and desires by moving from one city to the next, with costs to move playing a major role.
