Convex- and Monotone-Transformable Mathematical Programming Problems and a Proximal-Like Point Method

The problem of finding the singularities of monotone vectors fields on Hadamard manifolds will be considered and solved by extending the well-known proximal point algorithm. For monotone vector fields the algorithm will generate a well defined sequence, and for monotone vector fields with singularities it will converge to a singularity. It will also be shown how tools of convex analysis on Riemannian manifolds can solve non-convex constrained problems in Euclidean spaces. To illustrate this remarkable fact examples will be given.

[1]  Constantin Udriste Sufficient decrease principle on Riemannian manifolds. , 1996 .

[2]  Michael J. Todd,et al.  On the Riemannian Geometry Defined by Self-Concordant Barriers and Interior-Point Methods , 2002, Found. Comput. Math..

[3]  C. Udriste,et al.  Convex Functions and Optimization Methods on Riemannian Manifolds , 1994 .

[4]  B. Coe Aaker, David A. (Ed.).Advertising Management. Englewood Cliffs, New Jersey: Prentice-Hall, Inc., 1975 , 1976 .

[5]  Alfredo N. Iusem,et al.  A proximal regularization of the steepest descent method , 1995 .

[6]  T. Rapcsák Geodesic convexity on Rn1 , 1996 .

[7]  O. P. Ferreira,et al.  Proximal Point Algorithm On Riemannian Manifolds , 2002 .

[8]  Tamás Rapcsák,et al.  Smooth Nonlinear Optimization in Rn , 1997 .

[9]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[10]  Sandor Nemeth Geodesic monotone vector fields. , 1999 .

[11]  O. P. Ferreira,et al.  Contributions to the Study of Monotone Vector Fields , 2002 .

[12]  Constantin Udri Riemannian Convexity in Programming (II) , 1996 .

[13]  A. Iusem,et al.  Full convergence of the steepest descent method with inexact line searches , 1995 .

[14]  Sandor Nemeth Monotonicity of the Complementary Vector Field of a Nonexpansive Map , 1999 .

[15]  I. Holopainen Riemannian Geometry , 1927, Nature.

[16]  Mordecai Avriel,et al.  Nonlinear programming , 1976 .

[17]  R. Rockafellar Monotone Operators and the Proximal Point Algorithm , 1976 .

[18]  T. Rapcsák Variable metric methods along geodetics , 1998 .

[19]  A. Ruszczynski,et al.  Nonlinear Optimization , 2006 .