Title
An extension of the proximal point algorithm with Bregman distances on Hadamard manifolds
Date Issued
01 May 2013
Access level
metadata only access
Resource Type
journal article
Abstract
In this paper we present an extension of the proximal point algorithm with Bregman distances to solve constrained minimization problems with quasiconvex and convex objective function on Hadamard manifolds. The proposed algorithm is a modified and extended version of the one presented in Papa Quiroz and Oliveira (J Convex Anal 16(1): 49-69, 2009). An advantage of the proposed algorithm, for the nonconvex case, is that in each iteration the algorithm only needs to find a stationary point of the proximal function and not a global minimum. For that reason, from the computational point of view, the proposed algorithm is more practical than the earlier proximal method. Another advantage, for the convex case, is that using minimal condition on the problem data as well as on the proximal parameters we get the same convergence results of the Euclidean proximal algorithm using Bregman distances. © 2012 Springer Science+Business Media New York.
Start page
43
End page
59
Volume
56
Issue
1
Language
English
OCDE Knowledge area
Matemáticas aplicadas Estadísticas, Probabilidad
Scopus EID
2-s2.0-84876465992
Source
Journal of Global Optimization
ISSN of the container
15732916
DOI of the container
10.1007/s10898-012-9996-y
Sources of information: Directorio de Producción Científica Scopus