L. R. Lucambio Pérez

A Wolfe line search algorithm for vector optimization

  • L. R. Lucambio Pérez
  • Leandro Fonseca Prudente
    • Categories Multi-Criteria Optimization

    In a recent paper, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step-size satisfying the strong Wolfe conditions in the vector optimization setting. Well definiteness and finite termination results are provided. We discuss practical aspects related to the algorithm and present … Read more

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

  • João Xavier da Cruz Neto
  • Orizon Pereira Ferreira
  • L. R. Lucambio Pérez
  • S. Z. Nemeth
    • Categories Constrained Nonlinear Optimization, Generalized Convexity/Monoticity, Global Optimization Theory Tags , ,

    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