Skip to main content
Log in

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

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Avriel (1976) Nonlinear Programming Prentice-Hall, Inc. Englewood Cliffs, NJ

    Google Scholar 

  2. R.S. Burachik L.M. Graña Drummond A.N. Iusem B.F. Svaiter (1995) ArticleTitleFull convergence of the steepest descent method with inexact line searches Optimization 32 137–146

    Google Scholar 

  3. M.P. Carmo Particledo (1992) Riemannian Geometry Birkhaüser Boston

    Google Scholar 

  4. J.X. Cruz Neto Particleda O.P. Ferreira L.R. Lucambio Pérez (2002) ArticleTitleContribution to the study of monotone vector fields Acta Mathematica Hungarica 94 IssueID4 307–320 Occurrence Handle10.1023/A:1015643612729

    Article  Google Scholar 

  5. O.P. Ferreira P.R. Oliveira (2002) ArticleTitleProximal point algorithm on Riemannian manifold Optimization 51 IssueID2 257–270

    Google Scholar 

  6. A.N. Iusem B.F. Svaiter (1995) ArticleTitleA proximal regularization of the steepest descent method Recherche opérationnelle/Operations Research 29 IssueID2 123–130

    Google Scholar 

  7. S.Z. Németh (1999) ArticleTitleGeodesic monotone vector fields Lobachevskii Journal of Mathematics 5 13–28

    Google Scholar 

  8. S.Z. Németh (1999) ArticleTitleMonotone vector fields Publicationes Mathematicae Debrecen 54 IssueID3–4 437–449

    Google Scholar 

  9. S.Z. Németh (1999) ArticleTitleMonotonicity of the complementarity vector field of a nonexpansive map Acta Mathematica Hungarica 84 IssueID3 189–197 Occurrence Handle10.1023/A:1006624901670

    Article  Google Scholar 

  10. Y.E. Nesterov M.J. Todd (2002) ArticleTitleOn the Riemannian geometry defined by self-concordant barriers and interior-point methods Found. Comp. Math. 2 IssueID4 333–361 Occurrence Handle10.1007/s102080010032

    Article  Google Scholar 

  11. J.M. Ortega W.C. Rheimboldt (1970) Interactive Solution of Nonlinear Equations in Several Variables Academic Press New York

    Google Scholar 

  12. R.T. Rockafellar (1976) ArticleTitleMonotone operators and the proximal point algorithm SIAM Journal of Control and Optimization 14 877–898 Occurrence Handle10.1137/0314056

    Article  Google Scholar 

  13. T. Rapcsák (1996) ArticleTitleGeodesic convexity on Rn++ Optimization 37 341–355

    Google Scholar 

  14. T. Rapcsák (1998) Variable metric methods along geodesics F. Giannessi S. Komlósi T. Rapcsak (Eds) New trends in Mathematical Programming Kluwer Academic Publishers Dordrecht

    Google Scholar 

  15. T. Rapcsák (1997) Smooth Nonlinear Optimization in Rn Kluwer Academic Publishers Dordrecht

    Google Scholar 

  16. Sakai T. (1996), Riemannian Geometry, Translations of Mathematical Monographs vol. 149, American Mathematical Society, Providence, R.I.

  17. C. Udrişte (1994) Convex Functions and Optimization Methods on Riemannian Manifolds Kluwer Academic Publishers Dordrecht

    Google Scholar 

  18. C. Udrişte (1996) ArticleTitleRiemannian convexity in programming (II) Balkan Journal of Geometry and Its applications 1 IssueID1 99–109

    Google Scholar 

  19. C. Udrişte (1996) ArticleTitleSufficient decrease principle on Riemannian manifolds Balkan Journal of Geometry and Its applications 1 IssueID2 111–123

    Google Scholar 

  20. Gr. Tsagas C. Udrişte (2002) Vector Fields and Their Applications Geometry Balkan Press Bucharest

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to O. P. Ferreira.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Da Cruz Neto, J.X., Ferreira, O.P., Pérez, L.R.L. et al. Convex- and Monotone-Transformable Mathematical Programming Problems and a Proximal-Like Point Method. J Glob Optim 35, 53–69 (2006). https://doi.org/10.1007/s10898-005-6741-9

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-005-6741-9

Keywords

Navigation