Generalized weak sharp minima in cone-constrained convex optimization with applications

In this paper, we consider convex optimization problems with cone constraints (CPC in short). We study generalized weak sharp minima properties for (CPC) in the Banach space and Hilbert space settings, respectively. Some criteria and characterizations for the solution set to be a set of generalized weak sharp minima for (CPC) are derived. As an application, we propose an algorithm for (CPC) in the Hilbert space setting. Convergence analysis of this algorithm is given.     

Finite termination of the proximal point method for convex functions on Hadamard manifolds

In this article, we proved that the sequence generated by the proximal point method, associated to a unconstrained optimization problem in the Riemannian context, has finite termination when the objective function has a weak sharp minima on the solution set of the problem.     

Global weak sharp minima for convex (semi-)infinite optimization problems

We mainly consider global weak sharp minima for convex infinite and semi-infinite optimization problems (CIP). In terms of the normal cone, subdifferential and directional derivative, we provide several characterizations for (CIP) to have global weak sharp minimum property.     

Weak sharp minima revisited, part II: application to linear regularity and error bounds

The notion of weak sharp minima is an important tool in the analysis of the perturbation behavior of certain classes of optimization problems as well as in the convergence analysis of algorithms designed to solve these problems. It has been studied extensively by several authors. This paper is the second of a series on this subject where the basic results on weak sharp minima in Part I are applied to a number of important problems in convex programming. In Part II we study applications to the linear regularity and bounded linear regularity of a finite collection of convex sets as well as global error bounds in convex programming. We obtain both new results and reproduce several existing results from a fresh perspective. We dedicate this paper to our friend and mentor Terry Rockafellar on the occasion of his 70th birthday. He has been our guide in mathematics as well as in the backcountry and waterways of the Olympic and Cascade mountains. Research supported in part by the National Science Foundation Grant DMS-0203175.     

On locally convex hypersurfaces in Hadamard manifolds

Locally convex compact hypersurfaces immersed in a hollow simply connected Riemannian space of nonpositive sectional curvature are considered. They are proved to be convex hypersurfaces homeomorphic to the sphere. A similar result for immersed hypersurfaces with nonpositive definite second quadratic form of rank no smaller than one is obtained. Translated fromMatematicheskie Zametki, Vol. 67, No. 4, pp. 498–507, April, 2000.     

Weak sharp minima for piecewise linear multiobjective optimization in normed spaces

In a general normed space, we consider a piecewise linear multiobjective optimization problem. We prove that a cone-convex piecewise linear multiobjective optimization problem always has a global weak sharp minimum property. By a counter example, we show that the weak sharp minimum property does not necessarily hold if the cone-convexity assumption is dropped. Moreover, under the assumption that the ordering cone is polyhedral, we prove that a (not necessarily cone-convex) piecewise linear multiobjective optimization problem always has a bounded weak sharp minimum property.     

Maximal element with applications to Nash equilibrium problems in Hadamard manifolds

ABSTRACT

The purpose of this paper is to study the existence of maximal elements with applications to Nash equilibrium problems for generalized games in Hadamard manifolds. By employing a KKM lemma, we establish a new maximal element theorem in Hadamard manifolds. As applications, some existence results of Nash equilibria for generalized games are derived. The results in this paper unify, improve and extend some known results from the literature.     

Characterizations of strict local minima and necessary conditions for weak sharp minima

In nonlinear programming, sufficient conditions of orderm usually identify a special type of local minimizer, here termed a strict local minimizer of orderm. In this paper, it is demonstrated that, if a constraint qualification is satisfied, standard sufficient conditions often characterize this special sort of minimizer. The first- and second-order cases are treated in detail. Necessary conditions for weak sharp local minima of orderm, a larger class of local minima, are also presented.This paper was completed during a sabbatical leave at the University of Waterloo. The author is grateful for the help and support of the Department of Combinatorics and Optimization. The helpful comments of the referees are also appreciated.     

Vector variational inequalities on Hadamard manifolds involving strongly geodesic convex functions

This paper is intended to study the vector variational inequalities on Hadamard manifolds. Generalized Minty and Stampacchia vector variational inequalities are introduced involving generalized subdifferential. Under strongly geodesic convexity, relations between solutions of these inequalities and a nonsmooth vector optimization problem are established. To illustrate the relationship between a solution of generalized weak Stampacchia vector variational inequality and weak efficiency of a nonsmooth vector optimization problem, a non-trivial example is presented.     

Existence results for a class of hemivariational inequality problems on Hadamard manifolds

In this paper, a class of hemivariational inequality problems are introduced and studied on Hadamard manifolds. Using the properties of Clarke’s generalized directional derivative and Fan-KKM lemma, an existence theorem of solution in connection with the hemivariational inequality problem is obtained when the constraint set is bounded. By employing some coercivity conditions and the properties of Clarke’s generalized directional derivative, an existence result and the boundedness of the set of solutions for the underlying problem are investigated when the constraint set is unbounded. Moreover, a sufficient and necessary condition for ensuring the nonemptiness of the set of solutions concerned with the hemivariational inequality problem is also given.     

Generalized Hadamard well-posedness for infinite vector optimization problems

In this paper, we study the generalized Hadamard well-posedness of infinite vector optimization problems (IVOP). Without the assumption of continuity with respect to the first variable, the upper semicontinuity and closedness of constraint set mappings are established. Under weaker assumptions, sufficient conditions of generalized Hadamard well-posedness for IVOP are obtained under perturbations of both the objective function and the constraint set. We apply our results to the semi-infinite vector optimization problem and the semi-infinite multi-objective optimization problem.     

Iteration-complexity of the subgradient method on Riemannian manifolds with lower bounded curvature

Abstract

The subgradient method for convex optimization problems on complete Riemannian manifolds with lower bounded sectional curvature is analysed in this paper. Iteration-complexity bounds of the subgradient method with exogenous step-size and Polyak's step-size are stablished, completing and improving recent results on the subject.     

Rate of convergence for proximal point algorithms on Hadamard manifolds

In this paper, an estimate of convergence rate concerned with an inexact proximal point algorithm for the singularity of maximal monotone vector fields on Hadamard manifolds is discussed. We introduce a weaker growth condition, which is an extension of that of Luque from Euclidean spaces to Hadamard manifolds. Under the growth condition, we prove that the inexact proximal point algorithm has linear/superlinear convergence rate. The main results presented in this paper generalize and improve some corresponding known results.     

Proximal point method for vector optimization on Hadamard manifolds

In this paper, the proximal point method for vector optimization and its inexact version are extended from Euclidean space to the Riemannian context. Under suitable assumptions on the objective function, the well-definedness of the methods is established. In addition, the convergence of any generated sequence to a weak efficient point is obtained.     

An inexact proximal point algorithm for maximal monotone vector fields on Hadamard manifolds

In this paper, an inexact proximal point algorithm concerned with the singularity of maximal monotone vector fields is introduced and studied on Hadamard manifolds, in which a relative error tolerance with squared summable error factors is considered. It is proved that the sequence generated by the proposed method is convergent to a solution of the problem. Moreover, an application to the optimization problem on Hadamard manifolds is given. The main results presented in this paper generalize and improve some corresponding known results given in the literature.     

Necessary optimality conditions for weak sharp minima in set-valued optimization

The aim of the present paper is to get necessary optimality conditions for a general kind of sharp efficiency for set-valued mappings in infinite dimensional framework. The efficiency is taken with respect to a closed convex cone and as the basis of our conditions we use the Mordukhovich generalized differentiation. We have divided our work into two main parts concerning, on the one hand, the case of a solid ordering cone and, on the other hand, the general case without additional assumptions on the cone. In both situations, we derive some scalarization procedures in order to get the main results in terms of the Mordukhovich coderivative, but in the general case we also carryout a reduction of the sharp efficiency to the classical Pareto efficiency which, in addition with a new calculus rule for Fréchet coderivative of a difference between two maps, allows us to obtain some results in Fréchet form.     

Dynamical systems for solving variational inclusion and fixed point problems on Hadamard manifolds

In this paper, we investigate a new class of dynamical systems for solving variational inclusion and fixed point problems on Hadamard manifolds. Then we prove that the dynamical system has a unique solution under some suitable assumptions. Moreover, the global exponential stability and invariance property of the dynamical systems are also established. Our main results in this work are new and extend the existing ones in the literature.     

Comparison Theorems on Convex Hypersurfaces in Hadamard Manifolds

In a Hadamard manifold with sectional curvaturebounded from below by –k ₂ ², we give sharp upper estimates for the difference circumradius minus inradiusof a compact k ₂-convex domain, and we getalso estimates for the quotient (Total d-mean curvature)/Area of a convex domain.     

Uniqueness conditions for Kuhn-Tucker points on a disk

Consider minimizingf onD which is diffeomorphic to a disk. Under a genericity assumption, the number of points onD satisfying the Kuhn-Tucker necessary conditions for minimum is odd. We give conditions which imply that a local minimum is global and a necessary and sufficient condition that a Kuhn-Tucker point is the solution. Convex transformable problems satisfy the latter condition.D may be of full dimension or be embedded on a manifold or it may be given by a system of concave inequalities.The work on which this paper is based was done while the author was visiting the Group for the Application of Mathematics and Statistics to Economics at the University of California, Berkeley, Spring 1981. The author would like to thank the Group, and Professor G. Debreu in particular, for the hospitality. He benefited from discussions with Professors S. Smale, A. Mas-Colell, K. Nishimura, and L. Chenault, among others. He also wishes to thank two referees of this journal for helpful comments.     

A comparison of alternative c-conjugate dual problems in infinite convex optimization

In this work, we obtain a Fenchel–Lagrange dual problem for an infinite dimensional optimization primal one, via perturbational approach and using a conjugation scheme called c-conjugation instead of classical Fenchel conjugation. This scheme is based on the generalized convex conjugation theory. We analyse some inequalities between the optimal values of Fenchel, Lagrange and Fenchel–Lagrange dual problems and we establish sufficient conditions under which they are equal. Examples where such inequalities are strictly fulfilled are provided. Finally, we study the relations between the optimal solutions and the solvability of the three mentioned dual problems.