Convex- and monotone-transformable mathematical programming problems and a proximal-like point method

被引:108
作者
Da Cruz Neto, J. X. [1 ]
Ferreira, O. P.
Perez, L. R. Lucambio
Nemeth, S. Z.
机构
[1] Univ Fed Piaui, DM, BR-64049500 Teresina, PI, Brazil
[2] Univ Fed Goias, IME, BR-74001970 Goiania, Go, Brazil
[3] Hungarian Acad Sci, Inst Comp & Automat, H-1518 Budapest, Hungary
基金
新加坡国家研究基金会;
关键词
D O I
10.1007/s10898-005-6741-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The problem of finding the 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 also be 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.
引用
收藏
页码:53 / 69
页数:17
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