An extension of the proximal point algorithm with Bregman distances on Hadamard manifolds

E. A. Papa Quiroz

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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.

Original languageEnglish
Pages (from-to)43-59
Number of pages17
JournalJournal of Global Optimization
Volume56
Issue number1
DOIs
StatePublished - May 2013
Externally publishedYes

Keywords

  • Bregman distances
  • Convex minimization
  • Hadamard manifolds
  • Proximal point algorithm
  • Quasiconvex functions

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