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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.
@article{COCV_2012__18_2_483_0,
author = {Papa Quiroz, Erik A. and Oliveira, P. Roberto},
title = {Full convergence of the proximal point method for quasiconvex functions on {Hadamard} manifolds},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
pages = {483--500},
publisher = {EDP-Sciences},
volume = {18},
number = {2},
year = {2012},
doi = {10.1051/cocv/2011102},
mrnumber = {2954635},
zbl = {1273.90162},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011102/}
}
TY - JOUR AU - Papa Quiroz, Erik A. AU - Oliveira, P. Roberto TI - Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2012 SP - 483 EP - 500 VL - 18 IS - 2 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011102/ DO - 10.1051/cocv/2011102 LA - en ID - COCV_2012__18_2_483_0 ER -
%0 Journal Article %A Papa Quiroz, Erik A. %A Oliveira, P. Roberto %T Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds %J ESAIM: Control, Optimisation and Calculus of Variations %D 2012 %P 483-500 %V 18 %N 2 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011102/ %R 10.1051/cocv/2011102 %G en %F COCV_2012__18_2_483_0
Papa Quiroz, Erik A.; Oliveira, P. Roberto. Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds. ESAIM: Control, Optimisation and Calculus of Variations, Tome 18 (2012) no. 2, pp. 483-500. doi: 10.1051/cocv/2011102
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