Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds

Erik A. Papa Quiroz, P. Roberto Oliveira

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on Hadamard manifolds. To reach this goal, we initially extend the concepts of regular and generalized subgradient from Euclidean spaces to Hadamard manifolds and prove that, in the convex case, these concepts coincide with the classical one. For the minimization problem, assuming that the function is bounded from below, in the quasiconvex and lower semicontinuous case, we prove the convergence of the iterations given by the method. Furthermore, under the assumptions that the sequence of proximal parameters is bounded and the function is continuous, we obtain the convergence to a generalized critical point. In particular, our work extends the applications of the proximal point methods for solving constrained minimization problems with nonconvex objective functions in Euclidean spaces when the objective function is convex or quasiconvex on the manifold.

Original languageEnglish
Pages (from-to)483-500
Number of pages18
JournalESAIM - Control, Optimisation and Calculus of Variations
Volume18
Issue number2
DOIs
StatePublished - Apr 2012

Keywords

  • Full convergence.
  • Hadamard manifolds
  • Proximal point method
  • Quasiconvex function

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