An interior proximal method in vector optimization

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