A two-phase-like proximal point algorithm in domains of positivity

R.M. Gregório, P.R. Oliveira and C.D.S. Alves

Applied Mathematics and Computation, 2019, vol. 343, issue C, 67-89

Abstract: This paper improves a decomposition-like proximal point algorithm, developed for computing minima of nonsmooth convex functions within a framework of symmetric positive semidefinite matrices, and extends it to domains of positivity of reducible type, in a nonlinear sense and in a Riemannian setting. Several computational experiments with weighted Lp (p=1,2) centers of mass are performed to demonstrate the practical feasibility of the method.

Keywords: Proximal point algorithm; Homogeneous domain of positivity; Hadamard manifold; Compact Lie group; Weighted Lpcenter of mass (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:343:y:2019:i:c:p:67-89

DOI: 10.1016/j.amc.2018.09.054

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