Abstract
In this article, we develop a generalized proximal point algorithm for finding a weak Pareto optimal solution of minimizing an extended vector-valued map with respect to the positive orthant in finite-dimensional spaces by the virtue of a Bregman distance function.
Acknowledgements
This work was partially supported by the Research Committee of The Hong Kong Polytechnic University, the AMSS-PolyU Joint Research Institute for Engineering and Management Mathematics and the Research Grants Council of Hong Kong (PolyU 5317/07E) and the National Natural Science Foundation of China (10831009).