The proximal point method for locally Lipschitz functions in multiobjective optimization

This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel et al. (SIAM J. Optim., 4 (2005), pp. 953-970) is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new approach for convergence analysis of the … Read more

How to Reach his Desires: Variational Rationality and the Equilibrium Problem on Hadamard Manifolds

In this paper we present a sufficient condition for the existence of a solution for an \mbox{equilibrium} problem on an Hadamard manifold and under suitable assumptions on the sectional curvature, we \mbox{propose} a framework for the convergence analysis of a proximal point algorithm to solve this equilibrium \mbox{problem}. Finally, we offer an application to the … Read more

Existence Results for Particular Instances of the Vector Quasi-Equilibrium Problem on Hadamard Manifolds

We show the validity of select existence results for a vector optimization problem, and a variational inequality. More generally, we consider generalized vector quasi-variational inequalities, as well as, fixed point problems on genuine Hadamard manifolds. ArticleDownload View PDF

About the Convexity of a Special Function on Hadamard Manifolds.

In this article we provide an erratum to Proposition 3.4 of E.A. Papa Quiroz and P.R. Oliveira. Proximal Point Methods for Quasiconvex and Convex Functions with Bregman Distances on Hadamard Manifolds, Journal of Convex Analysis 16 (2009), 49-69. More specifically, we prove that the function defined by the product of a fixed vector in the … Read more

A splitting minimization method on geodesic spaces

We present in this paper the alternating minimization method on CAT(0) spaces for solving unconstraints convex optimization problems. Under the assumption that the function being minimize is convex, we prove that the sequence generated by our algorithm converges to a minimize point. The results presented in this paper are the first ones of this type … Read more

A Proximal Point Algorithm with Bregman Distances for Quasiconvex Optimization over the Positive Orthant

We present an interior proximal point method with Bregman distance, whose Bregman function is separable and the zone is the interior of the positive orthant, for solving the quasiconvex optimization problem under nonnegative constraints. We establish the well-definedness of the sequence generated by our algorithm and we prove convergence to a solution point when the … Read more

Central Paths in Semidefinite Programming, Generalized Proximal Point Method and Cauchy Trajectories in Riemannian Manifolds

The relationships among central path in the context of semidefinite programming, generalized proximal point method and Cauchy trajectory in Riemannian manifolds is studied in this paper. First it is proved that the central path associated to the general function is well defined. The convergence and characterization of its limit point is established for functions satisfying … Read more

Generalization of the primal and dual affine scaling algorithms

We obtain a class of primal ane scaling algorithms which generalize some known algorithms. This class, depending on a r-parameter, is constructed through a family of metrics generated by ��r power, r  1, of the diagonal iterate vector matrix. We prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex … Read more

Dual Convergence of the Proximal Point Method with Bregman Distances for Linear Programming

In this paper we consider the proximal point method with Bregman distance applied to linear programming problems, and study the dual sequence obtained from the optimal multipliers of the linear constraints of each subproblem. We establish the convergence of this dual sequence, as well as convergence rate results for the primal sequence, for a suitable … Read more

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

The problem of finding 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 be also shown how … Read more