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

نویسندگان

  • João X. da Cruz Neto
  • Orizon Pereira Ferreira
  • L. R. Lucambio Pérez
  • Sandor Z. Németh
چکیده

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 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.

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عنوان ژورنال:
  • J. Global Optimization

دوره 35  شماره 

صفحات  -

تاریخ انتشار 2006