abstract subdifferential – Optimization Online

On the convergence rate of an inexact proximal point algorithm for quasiconvex minimization on Hadamard manifolds

Published: 2015/05/03, Updated: 2015/05/07

Global Optimization abstract subdifferential, convergence rate, hadamard manifolds, nonsmooth optimization, proximal point algorithm, quasiconvex function

In this paper we present a rate of convergence analysis of an inexact proximal point algorithm to solve minimization problems for quasiconvex objective functions on Hadamard manifolds. We prove that under natural assumptions the sequence generated by the algorithm converges linearly or superlinearly to a critical point of the problem. Article Download View On the … Read more

Inexact Proximal Point Methods for Quasiconvex Minimization on Hadamard Manifolds

Published: 2015/03/03, Updated: 2015/03/15

Nancy Baygorrea

Nelson Maculan

Erik Alex Papa Quiroz

Generalized Convexity/Monoticity, Global Optimization, Nonsmooth Optimization abstract subdifferential, hadamard manifolds, nonsmooth optimization, proximal point algorithm, quasiconvex function

In this paper we present two inexact proximal point algorithms to solve minimization problems for quasiconvex objective functions on Hadamard manifolds. We prove that under natural assumptions the sequence generated by the algorithms are well defined and converge to critical points of the problem. We also present an application of the method to demand theory … Read more