Soubeyran

Publications

Variational rationality, variational principles and the existence of traps in a changing environmentJournal articleMajid Fakhar, Mohammadreza Khodakhah, Ali Mazyaki, Antoine Soubeyran and Jafar Zafarani, Journal of Global Optimization, Volume 82, pp. 161-177, 2022

This paper has two aspects. Mathematically, in the context of global optimization, it provides the existence of an optimum of a perturbed optimization problem that generalizes the celebrated Ekeland variational principle and equivalent formulations (Caristi, Takahashi), whenever the perturbations need not satisfy the triangle inequality. Behaviorally, it is a continuation of the recent variational rationality approach of stay (stop) and change (go) human dynamics. It gives sufficient conditions for the existence of traps in a changing environment. In this way it emphasizes even more the striking correspondence between variational analysis in mathematics and variational rationality in psychology and behavioral sciences.

Set-valued variational principles. When migration improves quality of lifeJournal articleMajid Fakhar, Mohammadreza Khodakhah, Antoine Soubeyran and Jafar Zafarani, Journal of Applied and Numerical Optimization, Volume 4, Issue 1, pp. 37-51, 2022

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.

A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problemsJournal articleGlaydston de Carvalh Bento, Sandro Dimy Barbo Bitar, João Xavier da Neto, Antoine Soubeyran and João Carlos O. Souza, Computational Optimization and Applications, Volume 75, Issue 1, pp. 263-290, 2020

We consider the constrained multi-objective optimization problem of finding Pareto critical points of difference of convex functions. The new approach proposed by Bento et al. (SIAM J Optim 28:1104–1120, 2018) to study the convergence of the proximal point method is applied. Our method minimizes at each iteration a convex approximation instead of the (non-convex) objective function constrained to a possibly non-convex set which assures the vector improving process. The motivation comes from the famous Group Dynamic problem in Behavioral Sciences where, at each step, a group of (possible badly informed) agents tries to increase his joint payoff, in order to be able to increase the payoff of each of them. In this way, at each step, this ascent process guarantees the stability of the group. Some encouraging preliminary numerical results are reported.

A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problemJournal articleJ.X. Cruz Neto, Paolo R. Oliveira, Antoine Soubeyran and João Carlos O. Souza, Annals of Operations Research, Volume 289, Issue 2, pp. 313-339, 2020

The purpose of this paper is twofold. First, we examine convergence properties of an inexact proximal point method with a quasi distance as a regularization term in order to find a critical point (in the sense of Toland) of a DC function (difference of two convex functions). Global convergence of the sequence and some convergence rates are obtained with additional assumptions. Second, as an application and its inspiration, we study in a dynamic setting, the very important and difficult problem of the limit of the firm and the time it takes to reach it (maturation time), when increasing returns matter in the short run. Both the formalization of the critical size of the firm in term of a recent variational rationality approach of human dynamics and the speed of convergence results are new in Behavioral Sciences.

General descent method using w-distance. Application to emergence of habits following worthwhile movesJournal articleAntoine Soubeyran and João Carlos Souza, Journal of Nonlinear and Variational Analysis, Volume 4, pp. 285-300, 2020

In this paper, we extend the general descent method proposed by Attouch, Bolte and Svaiter [Math. Program. 137 (2013), 91-129] to deal with possible asymmetric like-distances. Using a w-distance as regularization term our results guarantee the convergence of bounded sequences, under the assumption that the objective function satisfies the Kurdyka-Łojasiewicz inequality. In particular, it improves some existing works on proximal point methods with quasi-distance as regularization term because we prove convergence of bounded sequences without any additional assumption on the w-distance unlike it have been done with quasi-distances. The last section gives an application relative to the emergence of habits after a succession of worthwhile moves which balance motivation and resistance to move.

Contracting under unverifiable monetary costsJournal articleNicolas Quérou, Antoine Soubeyran and Raphaël Soubeyran, Journal of Economics and Management Strategy, Volume 29, Issue 4, pp. 892-909, 2020

We consider a contracting relationship where the agent's effort induces monetary costs, and limits on the agent's resource restrict his capability to exert effort. We show that the principal finds it best to offer a sharing contract while providing the agent with an up-front financial transfer only when the monetary cost is neither too low nor too high. Thus, unlike in the limited liability literature, the principal might find it optimal to fund the agent. Moreover, both incentives and the amount of funding are nonmonotonic functions of the monetary cost. These results suggest that an increase in the interest rate may affect the form of contracts differently, depending on the initial level of the former. Using the analysis, we provide and discuss several predictions and policy implications.

Equilibrium versions of set-valued variational principles and their applications to organizational behaviorJournal articleJing-Hui Qiu, Antoine Soubeyran and Fei He, Optimization, Volume 69, Issue 12, pp. 2657-2693, 2020

By using a pre-order principle in [Qiu JH. A pre-order principle and set-valued Ekeland variational principle. J Math Anal Appl. 2014;419:904–937], 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 left-complete quasi-metric spaces and taking values in a quasi-ordered linear space, and the perturbation consists of a cone-convex subset of the ordering cone multiplied by the quasi-metric. Moreover, we obtain an equilibrium EVP, where the perturbation contains a σ-convex subset and the quasi-metric. From the above two general EVPs, we deduce several interesting corollaries, which extend and improve the related known results. Several examples show that the obtained set-valued EVPs are new. Finally, applying the above EVPs to organizational behavior sciences, we obtain some interesting results on organizational change and development with leadership. In particular, we show that the existence of robust organizational traps.

Variational analysis and Variational rationality in Behavioral sciences: stationary trapsBook chapterBoris S. Mordukhovich and Antoine Soubeyran, In: Variational Analysis and Set Optimization, A. A. Khan, E. Köbis and C. Tammer (Eds.), 2019-07, pp. 1-24, CRC Press, 2019

This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local stationary traps, which reflect such local equilibrium and the like positions in behavioral science models that are not worthwhile to quit. We establish constructive linear optimistic evaluations of local stationary traps by using generalized differential tools of variational analysis that involve subgradients and normals for nonsmooth and nonconvex objects as well as variational and extremal principles.

How Variational Rational Agents Would Play Nash: A Generalized Proximal Alternating Linearized MethodBook chapterAntoine Soubeyran, João Carlos O. Souza and Joao Xavier Cru Neto, In: Variational Analysis and Set Optimization, A. A. Khan, E. Köbis and C. Tammer (Eds.), 2019-07, pp. 44-71, CRC Press, 2019

This chapter considers potential games, where agents play, each period, Nash worthwhile moves in alternation, such that their unilateral motivation to change rather than to stay, other players being supposed to stay, are high enough with respect to their resistance to change rather than to stay. This defines a generalized proximal alternating linearized algorithm, where resistance to change plays a major role, perturbation terms of alternating proximal algorithms being seen as the disutilities of net costs of moving.

Variational Analysis and Variational Rationality in Behavioral SciencesBook chapterBoris S. Mordukhovich and Antoine Soubeyran, In: Variational Analysis and Set Optimization, , Elisabeth Köbis and Christiane Tammer (Eds.), 2019-07, pp. 1-29, CRC Press, 2019

This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local stationary traps, which reflect such local equilibrium and the like positions in behavioral science models that are not worthwhile to quit. We establish constructive linear optimistic evaluations of local stationary traps by using generalized differential tools of variational analysis that involve subgradients and normals for nonsmooth and nonconvex objects as well as variational and extremal principles.

Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithmJournal articleG. C. Bento, J. X. Cruz Neto, L. V. Meireles and Antoine Soubeyran, Annals of Operations Research, Forthcoming

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.

Coercivity and generalized proximal algorithms: application—traveling around the worldJournal articleErik A. Papa Quiroz, Antoine Soubeyran and Paulo R. Oliveira, Annals of Operations Research, Forthcoming

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.

A new regularization of equilibrium problems on Hadamard manifolds: Applications to theories of desiresJournal articleG. C. Bento, J.X. Cruz Neto, Jr. P. A. Soares and Antoine Soubeyran, Annals of Operations Research, Forthcoming

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.

Abstract regularized equilibria: application to Becker’s household behavior theoryJournal articleJoao Xavier Cru Neto, J. O. Lopes, Antoine Soubeyran and João Carlos O. Souza, Annals of Operations Research, Forthcoming

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.

Robust Ekeland variational principles. Application to the formation and stability of partnershipsJournal articleMajid Fakhar, Mohammadreza Khodakhah, Antoine Soubeyran and Jafar Zafarani, Optimization, Forthcoming

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.

Vector Optimization with Domination Structures: Variational Principles and ApplicationsJournal articleTruong Q. Bao, Boris S. Mordukhovich, Antoine Soubeyran and Christiane Tammer, Set-Valued and Variational Analysis, Forthcoming

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.