An extragradient-type algorithm for variational inequality on Hadamard manifolds
ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 63.

Voir la notice de l'article provenant de la source Numdam

This paper presents an extragradient method for variational inequality associated with a point-to-set vector field in Hadamard manifolds, and a study of its convergence properties. To present our method, the concept of ϵ -enlargement of maximal monotone vector fields is used, and its lower-semicontinuity is established to obtain the method convergence in this new context.

DOI : 10.1051/cocv/2019040
Classification : 90C33, 65K05, 47J25
Keywords: Extragradient algorithm, Hadamard manifolds, $\epsilon$-enlargement, lower semicontinuity
@article{COCV_2020__26_1_A63_0,
     author = {Batista, E.E.A. and Bento, G.C. and Ferreira, O.P.},
     title = {An extragradient-type algorithm for variational inequality on {Hadamard} manifolds},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     publisher = {EDP-Sciences},
     volume = {26},
     year = {2020},
     doi = {10.1051/cocv/2019040},
     mrnumber = {4150225},
     zbl = {1451.90159},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2019040/}
}
TY  - JOUR
AU  - Batista, E.E.A.
AU  - Bento, G.C.
AU  - Ferreira, O.P.
TI  - An extragradient-type algorithm for variational inequality on Hadamard manifolds
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2020
VL  - 26
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2019040/
DO  - 10.1051/cocv/2019040
LA  - en
ID  - COCV_2020__26_1_A63_0
ER  - 
%0 Journal Article
%A Batista, E.E.A.
%A Bento, G.C.
%A Ferreira, O.P.
%T An extragradient-type algorithm for variational inequality on Hadamard manifolds
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2020
%V 26
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2019040/
%R 10.1051/cocv/2019040
%G en
%F COCV_2020__26_1_A63_0
Batista, E.E.A.; Bento, G.C.; Ferreira, O.P. An extragradient-type algorithm for variational inequality on Hadamard manifolds. ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 63. doi : 10.1051/cocv/2019040. http://geodesic.mathdoc.fr/articles/10.1051/cocv/2019040/

[1] R.L. Adler, J.-P. Dedieu, J.Y. Margulies, M. Martens and M. Shub, Newton’s method on Riemannian manifolds and a geometric model for the human spine. IMA J. Numer. Anal. 22 (2002) 359–390. | MR | Zbl | DOI

[2] P. Ahmadi and H. Khatibzadeh, On the convergence of inexact proximal point algorithm on Hadamard manifolds. Taiwan. J. Math. 18 (2014) 419–433. | MR | Zbl | DOI

[3] M. Bačák, The proximal point algorithm in metric spaces. Israel J. Math. 194 (2013) 689–701. | MR | Zbl | DOI

[4] M. Bačák, R. Bergmann, G. Steidl and A. Weinmann, A second order nonsmooth variational model for restoring manifold-valued images. SIAM J. Sci. Comput. 38 (2016) A567–A597. | MR | Zbl | DOI

[5] E.E.A. Batista, G.C. Bento and O.P. Ferreira, An existence result for the generalized vector equilibrium problem on Hadamard manifolds. J. Optim. Theor. Appl. 167 (2015) 550–557. | MR | Zbl | DOI

[6] E.E.A. Batista, G.D.C. Bento and O.P. Ferreira, Enlargement of monotone vector fields and an inexact proximal point method for variational inequalities in Hadamard manifolds. J. Optim. Theory Appl. 170 (2016) 916–931. | MR | Zbl | DOI

[7] G.C. Bento, O.P. Ferreira and P.R. Oliveira, Proximal point method for a special class of nonconvex functions on Hadamard manifolds. Optimization 64 (2015) 289–319. | MR | Zbl | DOI

[8] R. Bergmann and A. Weinmann, A second-order TV-type approach for inpainting and denoising higher dimensional combined cyclic and vector space data. J. Math. Imaging Vis. 55 (2016) 401–427. | MR | Zbl | DOI

[9] R. Bergmann, J. Persch and G. Steidl, A parallel Douglas-Rachford algorithm for minimizing ROF-like functionals on images with values in symmetric Hadamard manifolds. SIAM J. Imaging Sci. 9 (2016) 901–937. | MR | Zbl | DOI

[10] R. Bhattacharya and V. Patrangenaru, Large sample theory of intrinsic and extrinsic sample means on manifolds. I. Ann. Statist. 31 (2003) 1–29. | MR | Zbl

[11] R. Bhattacharya and V. Patrangenaru, Large sample theory of intrinsic and extrinsic sample means on manifolds. II. Ann. Statist. 33 (2005) 1225–1259. | MR | Zbl

[12] A. Bhattacharya and R. Bhattacharya, Statistics on Riemannian manifolds: asymptotic distribution and curvature. Proc. Am. Math. Soc. 136 (2008) 2959–2967. | MR | Zbl | DOI

[13] G. Bigi, M. Castellani, M. Pappalardo and M. Passacantando, Existence and solution methods for equilibria. Eur. J. Oper. Res. 227 (2013) 1–11. | MR | Zbl | DOI

[14] R.S. Burachik and A.N. Iusem, A generalized proximal point algorithm for the variational inequality problem in a Hilbert space. SIAM J. Optim. 8 (1998) 197–216. | MR | Zbl | DOI

[15] R.S. Burachik and A.N. Iusem, Set-valued mappings and enlargements of monotone operators. Vol. 8 of Springer Optimization and Its Applications. Springer, New York (2008). | MR | Zbl

[16] R.S. Burachik, A.N. Iusem and B.F. Svaiter, Enlargement of monotone operators with applications to variational inequalities. Set-Valued Anal. 5 (1997) 159–180. | MR | Zbl | DOI

[17] S.-L. Chen and N.-J. Huang, Vector variational inequalities and vector optimization problems on Hadamard manifolds. Optim. Lett. 10 (2016) 753–767. | MR | Zbl | DOI

[18] J.X. Cruz Neto, P.S.M. Santos and P.A. Soares, Jr. An extragradient method for equilibrium problems on Hadamard manifolds. Optim. Lett. 10 (2016) 1327–1336. | MR | Zbl | DOI

[19] J.X. Da Cruz Neto, O.P. Ferreira and L.R. Lucambio Pérez, Monotone point-to-set vector fields. Balkan J. Geom. Appl. 5 (2000) 69–79. Dedicated to Professor Constantin Udrişte. | MR | Zbl

[20] J.X. Da Cruz Neto, O.P. Ferreira and L.R. Lucambio Pérez, Contributions to the study of monotone vector fields. Acta Math. Hung. 94 (2002) 307–320. | MR | Zbl | DOI

[21] J.X. Da Cruz Neto, O.P. Ferreira, L.R.L. Pérez and S.Z. Németh, Convex- and monotone-transformable mathematical programming problems and a proximal-like point method. J. Global Optim. 35 (2006) 53–69. | MR | Zbl | DOI

[22] P. Das, N.R. Chakraborti and P.K. Chaudhuri, Spherical minimax location problem. Comput. Optim. Appl. 18 (2001) 311–326. | MR | Zbl | DOI

[23] G. De Carvalho Bento, J.A.X. Da Cruz Neto and P.R. Oliveira, A new approach to the proximal point method: convergence on general Riemannian manifolds. J. Optim. Theory Appl. 168 (2016) 743–755. | MR | Zbl | DOI

[24] M.P. Do Carmo, Riemannian Geometry. Mathematics: Theory & Applications. Birkhäuser Boston Inc., Boston, MA (1992). Translated from the second Portuguese edition by Francis Flaherty. | MR | Zbl

[25] Z. Drezner and G.O. Wesolowsky, Minimax and maximin facility location problems on a sphere. Naval Res. Logist. Quart. 30 (1983) 305–312. | MR | Zbl | DOI

[26] R. Espínola and A. Nicolae, Proximal minimization in CAT ( κ ) spaces. J. Nonlinear Convex Anal. 17 (2016) 2329–2338. | MR | Zbl

[27] C.-J. Fang and S.-L. Chen, A projection algorithm for set-valued variational inequalities on Hadamard manifolds. Optim. Lett. 9 (2015) 779–794. | MR | Zbl | DOI

[28] O.P. Ferreira and P.R. Oliveira, Proximal point algorithm on Riemannian manifolds. Optimization 51 (2002) 257–270. | MR | Zbl | DOI

[29] O.P. Ferreira, L.R.L. Pérez and S.Z. Németh, Singularities of monotone vector fields and an extragradient-type algorithm. J. Global Optim. 31 (2005) 133–151. | MR | Zbl | DOI

[30] P. T. Fletcher, Geodesic regression and the theory of least squares on Riemannian manifolds. Int. J. Comput. Vis. 105 (2013) 171–185. | MR | Zbl | DOI

[31] O. Freifeld and M.J. Black, Lie bodies: a manifold representation of 3D human shape, in Proceedings of ECCV 2012. Springer, Berlin (2012).

[32] P. Grohs and S. Hosseini, ε-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds. Adv. Comput. Math. 42 (2016) 333–360. | MR | Zbl | DOI

[33] S. Hawe, M. Kleinsteuber and K. Diepold, Analysis operator learning and its application to image reconstruction. IEEE Trans. Image Process. 22 (2013) 2138–2150. | MR | Zbl | DOI

[34] A.N. Iusem and L.R.L. Pérez, An extragradient-type algorithm for non-smooth variational inequalities. Optimization 48 (2000) 309–332. | MR | Zbl | DOI

[35] M. Kleinsteuber and H. Shen, Blind source separation with compressively sensed linear mixtures. IEEE Signal Process. Lett. 19 (2012) 107–110. | DOI

[36] C. Li and J.-C. Yao, Variational inequalities for set-valued vector fields on Riemannian manifolds: convexity of the solution set and the proximal point algorithm. SIAM J. Control Optim. 50 (2012) 2486–2514. | MR | Zbl | DOI

[37] C. Li, G. López and V. Martín-Márquez, Monotone vector fields and the proximal point algorithm on Hadamard manifolds. J. Lond. Math. Soc. 79 (2009) 663–683. | MR | Zbl | DOI

[38] S.-L. Li, C. Li, Y.-C. Liou and J.-C. Yao, Existence of solutions for variational inequalities on Riemannian manifolds. Nonlinear Anal. 71 (2009) 5695–5706. | MR | Zbl | DOI

[39] C. Li, G. López, V. Martín-Márquez and J.-H. Wang, Resolvents of set-valued monotone vector fields in Hadamard manifolds. Set-Valued Var. Anal. 19 (2011) 361–383. | MR | Zbl | DOI

[40] R.D.C. Monteiro and B.F. Svaiter, On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean. SIAM J. Optim. 20 (2010) 2755–2787. | MR | Zbl | DOI

[41] S.Z. Németh, Monotone vector fields. Publ. Math. Debrecen 54 (1999) 437–449. | MR | Zbl | DOI

[42] S.Z. Németh, Variational inequalities on Hadamard manifolds. Nonlinear Anal. 52 (2003) 1491–1498. | MR | Zbl | DOI

[43] X. Pennec, Intrinsic statistics on Riemannian manifolds: basic tools for geometric measurements. J. Math. Imaging Vis. 25 (2006) 127–154. | MR | Zbl | DOI

[44] T. Sakai, Riemannian Geometry, Vol. 149 of Translations of Mathematical Monographs. American Translated fromthe 1992 Japanese original by the author. Mathematical Society, Providence, RI (1996). | MR | Zbl

[45] S.T. Smith, Optimization techniques on Riemannian manifolds, in Hamiltonian and Gradient Flows, Algorithms and Control, Vol. 3 of Fields Institute Communications. American Mathematical Society, Providence, RI (1994) 113–136. | MR | Zbl

[46] J.C.O. Souza and P.R. Oliveira, A proximal point algorithm for DC fuctions on Hadamard manifolds. J. Global Optim. 63 (2015) 797–810. | MR | Zbl | DOI

[47] R. Suparatulatorn, P. Cholamjiak and S. Suantai, On solving the minimization problem and the fixed-point problem for nonexpansive mappings in CAT(0) spaces. Optim. Methods Softw. 32 (2017) 182–192. | MR | Zbl | DOI

[48] G.-J. Tang and N.-J. Huang, Korpelevich’s method for variational inequality problems on Hadamard manifolds. J. Global Optim. 54 (2012) 493–509. | MR | Zbl | DOI

[49] G.-J. Tang and N.-J. Huang, An inexact proximal point algorithm for maximal monotone vector fields on Hadamard manifolds. Oper. Res. Lett. 41 (2013) 586–591. | MR | Zbl | DOI

[50] G.-J. Tang, L.-W. Zhou and N.-J. Huang, The proximal point algorithm for pseudomonotone variational inequalities on Hadamard manifolds. Optim. Lett. 7 (2013) 779–790. | MR | Zbl | DOI

[51] G.-J. Tang, X. Wang and H.-W. Liu, A projection-type method for variational inequalities on Hadamard manifolds and verification of solution existence. Optimization 64 (2015) 1081–1096. | MR | Zbl | DOI

[52] C. Udrişte, Convex functions and optimization methods on Riemannian manifolds, Vol. 297 of Mathematics and its Applications. Kluwer Academic Publishers Group, Dordrecht (1994). | MR | Zbl

[53] J. Wang, C. Li, G. Lopez and J.-C. Yao, Convergence analysis of inexact proximal point algorithms on Hadamard manifolds. J. Global Optim. 61 (2015) 553–573. | MR | Zbl | DOI

[54] X. Wang, C. Li, J. Wang and J.-C. Yao, Linear convergence of subgradient algorithm for convex feasibility on Riemannian manifolds. SIAM J. Optim. 25 (2015) 2334–2358. | MR | Zbl | DOI

[55] J. Wang, C. Li, G. Lopez and J.-C. Yao, Proximal point algorithms on Hadamard manifolds: linear convergence and finite termination. SIAM J. Optim. 26 (2016) 2696–2729. | MR | Zbl | DOI

[56] X. Wang, C. Li and J.-C. Yao, On some basic results related to affine functions on Riemannian manifolds. J. Optim. Theory Appl. 170 (2016) 783–803. | MR | Zbl | DOI

Cité par Sources :