Soubeyran

Publications

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 et 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 et 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 et 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 et 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 et 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.

A Generalized Proximal Alternating Linearized MethodBook chapterAntoine Soubeyran, João Carlos O. Souza et Joao Xavier Cru Neto, In: Variational Analysis and Set Optimization, Akhtar A. Khan, Elisabeth Köbis et Christiane Tammer (Eds.), 2019-07, pp. 55-89, 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 et Antoine Soubeyran, In: Variational Analysis and Set Optimization, , Elisabeth Köbis et 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.

Variational principles in set optimization with domination structures and application to changing jobsJournal articleTruong Quang Bao et Antoine Soubeyran, Journal of Applied and Numerical Optimization, Volume 1, Issue 3, pp. 217-241, 2019

This paper is devoted to new versions of Ekeland’s variational principle in set optimization with domination structure, where set optimization is an extension of vector optimization from vector-valued functions to set-valued maps using Kuroiwa’s set-less relations to compare one entire image set with another whole image set, and where domination structure is an extension of ordering cone in vector optimization; it assigns each element of the image space to its own domination set. We use Gerstewitz’s nonlinear scalarization function to convert a set-valued map into an extended real-valued function and the idea of the proof of Dancs-Hegedüs-Medvegyev’s fixed-point theorem. Our setting is applicable to dynamic processes of changing jobs in which the cost function does not satisfy the symmetry axiom of metrics and the class of set-valued maps acting from a quasimetric space into a real linear space. The obtained result is new even in simpler settings.

The Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization with Application to the Compromise ProblemJournal articleGlaydston Carvalho Bento, G. Lopez, J.X. Cruz Neto, Antoine Soubeyran et João Carlos O. Souza, SIAM Journal on Optimization, Volume 28, Issue 2, pp. 1104-1120, 2018

This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel, Iusem, and Svaiter [SIAM J. Optim., 15 (2005), pp. 953--970] is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new (scalarization-free) approach for convergence analysis of the method is proposed where the first-order optimality condition of the scalarized problem is replaced by a necessary condition for weak Pareto points of a multiobjective problem. As a consequence, this has allowed us to consider the method without any assumption of convexity over the constraint sets that determine the vectorial improvement steps. This is very important for applications; for example, to extend to a dynamic setting the famous compromise problem in management sciences and game theory.

Equilibrium versions of variational principles in quasi-metric spaces and the robust trap problemJournal articleJing-Hui Qiu, He Fei et Antoine Soubeyran, Optimization, Volume 67, Issue 1, pp. 25-53, 2018

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 bimap is defined on the product of left-complete quasi-metric spaces and taking values in a quasi-order linear space, and the perturbation consists of the quasi-metric and a positive vector . Here, the ordering is only to be -closed, which is strictly weaker than to be topologically closed. From the general equilibrium version, we deduce a number of particular equilibrium versions of EVP with set-valued bimaps or with vector-valued bimap. As applications of the equilibrium versions of EVP, we present several interesting results on equilibrium problems, vector optimization and fixed point theory in the setting of quasi-metric spaces. These results extend and improve the related known results. Using the obtained EVPs, we further study the existence and the robustness of traps in Behavioural Sciences.

Variational analysis and Variational rationality in Behavioral sciences: stationary trapsJournal articleBoris S. Mordukhovich et Antoine Soubeyran, Optimization, Forthcoming

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.

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