Singularities of monotone vector fields and an extragradient-type algorithm

被引:108
作者
Ferreira, OP [1 ]
Pérez, LRL
Németh, SZ
机构
[1] Univ Fed Goias, IME, BR-74001970 Goiania, Go, Brazil
[2] Hungarian Acad Sci, Inst Comp & Automat, H-1051 Budapest, Hungary
基金
新加坡国家研究基金会;
关键词
extragradient algorithm; global optimization; Hadamard manifold; monotone vector field;
D O I
10.1007/s10898-003-3780-y
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
Bearing in mind the notion of monotone vector field on Riemannian manifolds, see [12-16], we study the set of their singularities and for a particularclass of manifolds develop an extragradient-type algorithm convergent to singularities of such vector fields. In particular, our method can be used forsolving nonlinear constrained optimization problems in Euclidean space, with a convex objective function and the constraint set a constant curvature Hadamard manifold. Our paper shows how tools of convex analysis on Riemannian manifolds can be used to solve some nonconvex constrained problem in a Euclidean space.
引用
收藏
页码:133 / 151
页数:19
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