A modified proximal point method for DC functions on Hadamard manifolds

Yldenilson Torres Almeida (), João Xavier Cruz Neto (), Paulo Roberto Oliveira () and João Carlos de Oliveira Souza ()
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Yldenilson Torres Almeida: Federal University of Rio de Janeiro
João Xavier Cruz Neto: Federal University of Piauí
Paulo Roberto Oliveira: Federal University of Rio de Janeiro
João Carlos de Oliveira Souza: Federal University of Piauí

Computational Optimization and Applications, 2020, vol. 76, issue 3, No 3, 649-673

Abstract: Abstract We study the convergence of a modified proximal point method for DC functions in Hadamard manifolds. We use the iteration computed by the proximal point method for DC function extended to the Riemannian context by Souza and Oliveira (J Glob Optim 63:797–810, 2015) to define a descent direction which improves the convergence of the method. Our method also accelerates the classical proximal point method for convex functions. We illustrate our results with some numerical experiments.

Keywords: Proximal point method; DC function; Hadamard manifolds (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10589-020-00173-3

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