Skip to main content

Dualistic Riemannian Manifold Structure Induced from Convex Functions

  • Chapter
  • First Online:

Part of the book series: Advances in Mechanics and Mathematics ((AMMA,volume 17))

Abstract

Convex analysis has wide applications in science and engineering, such as mechanics, optimization and control, theoretical statistics, mathematical economics and game theory, and so on. It offers an analytic framework to treat systems and phenomena that depart from linearity, based on an elegant mathematical characterization of the notion of “duality” (Rockafellar, 1970, 1974, Ekeland and Temam, 1976). Recent work of David Gao (2000) further provided a comprehensive and unified treatment of duality principles in convex and nonconvex systems, greatly enriching the theoretical foundation and scope of applications.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Amari, S. (1985). Differential Geometric Methods in Statistics. Lecture Notes in Statistics 28, Springer-Verlag, New York. Reprinted in 1990.

    Google Scholar 

  • Amari, S. and Nagaoka, H. (2000). Method of Information Geometry. AMS Monograph, Oxford University Press.

    Google Scholar 

  • Bauschke, H.H. (2003). Duality for Bregman projections onto translated cones and affine subspaces. J. Approx. Theory 121, 1–12.

    Article  MathSciNet  MATH  Google Scholar 

  • Bauschke, H.H. and Combettes, P.L. (2003). Iterating Bregman retractions. SIAM J. Optim. 13, 1159–1173.

    Article  MathSciNet  MATH  Google Scholar 

  • Bauschke, H.H., Borwein, J.M., and Combettes, P.L. (2003). Bregman monotone optimization algorithms. SIAM J. Control Optim. 42, 596–636.

    Article  MathSciNet  MATH  Google Scholar 

  • Bregman, L.M. (1967). The relaxation method of finding the common point of convex sets and its application to the solution of problems in convex programming. USSR Comput. Math. Physics 7, 200–217.

    Article  Google Scholar 

  • Della Pietra, S., Della Pietra, V., and Lafferty, J. (2002). Duality and auxiliary functions for Bregman distances. Technical Report CMU-CS-01-109, School of Computer Science, Carnegie Mellon University.

    Google Scholar 

  • Eguchi, S. (1983). Second order efficiency of minimum contrast estimators in a curved exponential family. Ann. Statistics 11, 793–803.

    Article  MathSciNet  MATH  Google Scholar 

  • Eguchi, S. (1992). Geometry of minimum contrast. Hiroshima Math. J. 22, 631–647.

    MathSciNet  MATH  Google Scholar 

  • Ekeland, I. and Temam, R. (1976). Convex Analysis and Variational Problems. SIAM, Amsterdam.

    MATH  Google Scholar 

  • Gao, D.Y. (2000). Duality Principles in Nonconvex Systems: Theory, Methods and Applications. Kluwer Academic, Dordrecht, xviii+454 pp.

    Google Scholar 

  • Kurose, T. (1994). On the divergences of 1-conformally flat statistical manifolds. Tohoku Math. J. 46, 427–433.

    Article  MathSciNet  MATH  Google Scholar 

  • Matsuzoe, H. (1998). On realization of conformally-projectively flat statistical manifolds and the divergences. Hokkaido Math. J. 27, 409–421.

    MathSciNet  MATH  Google Scholar 

  • Matsuzoe, H., Takeuchi, J., and Amari. S (2006). Equiaffine structures on statistical manifolds and Bayesian statistics. Differential Geom. Appl. 24, 567–578.

    Article  MathSciNet  MATH  Google Scholar 

  • Nomizu, K. and Sasaki, T. (1994). Affine Differential Geometry – Geometry of Affine Immersions. Cambridge University Press.

    Google Scholar 

  • Pistone, G. and Sempi, C. (1995). An infinite dimensional geometric structure on the space of all the probability measures equivalent to a given one. Ann. Statistics 33, 1543–1561.

    Article  MathSciNet  Google Scholar 

  • Rockafellar, R.T. (1970). Convex Analysis. Princeton University Press.

    Google Scholar 

  • Rockafellar, R.T. (1974). Conjugate Duality and Optimization. SIAM, Philadelphia.

    MATH  Google Scholar 

  • Shima, H. (2007). The Geometry of Hessian Structures. World Scientific, Singapore.

    Book  MATH  Google Scholar 

  • Shima, H. and Yagi, K. (1997). Geometry of Hessian manifolds. Differential Geom. Appl. 7, 277–290.

    Article  MathSciNet  MATH  Google Scholar 

  • Simon, U., Schwenk-Schellschmidt, A., and Viesel, H. (1991). Introduction to the Affine Differential Geometry of Hypersurfaces. Lecture Notes, Science University of Tokyo.

    Google Scholar 

  • Takeuchi, J. and Amari, S. (2005). α-Parallel prior and its properties. IEEE Trans. Inf. Theory 51, 1011–1023.

    Article  MathSciNet  MATH  Google Scholar 

  • Uohashi, K. (2002). On α-conformal equivalence of statistical manifolds. J. Geom. 75, 179–184.

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang, J. (2004). Divergence function, duality, and convex analysis. Neural Comput. 16, 159–195.

    Article  MATH  Google Scholar 

  • Zhang, J. (2006a). Referential duality and representational duality in the scaling of multidimensional and infinite-dimensional stimulus space. In: Dzhafarov, E. and Colonius, H. (Eds.) Measurement and Representation of Sensations: Recent Progress in Psychological Theory. Lawrence Erlbaum, Mahwah, NJ.

    Google Scholar 

  • Zhang, J. (2006b). Referential duality and representational duality on statistical manifolds. Proceedings of the Second International Symposium on Information Geometry and Its Applications, Tokyo (pp. 58–67).

    Google Scholar 

  • Zhang, J. (2007). A note on curvature of α-connections on a statistical manifold. Ann. Inst. Statist. Math. 59, 161–170.

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang, J. and Hasto, P. (2006). Statistical manifold as an affine space: A functional equation approach. J. Math. Psychol. 50, 60–65.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jun Zhang .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2009 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Zhang, J., Matsuzoe, H. (2009). Dualistic Riemannian Manifold Structure Induced from Convex Functions. In: Gao, D., Sherali, H. (eds) Advances in Applied Mathematics and Global Optimization. Advances in Mechanics and Mathematics, vol 17. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-75714-8_13

Download citation

Publish with us

Policies and ethics