Abstract
We propose an inertial proximal point method for variational inclusion involving difference of two maximal monotone vector fields in Hadamard manifolds. We prove that if the sequence generated by the method is bounded, then every cluster point is a solution of the non-monotone variational inclusion. Some sufficient conditions for boundedness and full convergence of the sequence are presented. The efficiency of the method is verified by numerical experiments comparing its performance with classical versions of the method for monotone and non-monotone problems.
Similar content being viewed by others
References
Ansari, Q.H., Babu, F.: Existence and boundedness of solutions to inclusion problems for maximal monotone vector fields in Hadamard manifolds. Optim. Lett. 14(3), 711–727 (2020)
Ansari, Q.H., Babu, F., Yao, J.-C.: Inexact proximal point algorithms for inclusion problems on Hadamard manifolds. J. Nonlinear Convex Anal. 21(10), 2417–2432 (2020)
Ansari, Q.H., Babu, F.: Proximal point algorithm for inclusion problems in Hadamard manifolds with applications. Optim. Lett. 15(3), 901–921 (2021)
Martinet, B.: Regularisation d’inéquations variationelles par approximations succesives. Rev. Française d’Informatique. et de Rech. Oper. 4, 154–159 (1970)
Li, C., López, G., Martín-Márquez, V.: Monotone vector fields and the proximal point algorithm on Hadamard manifolds. J. Lond. Math. Soc. 79, 663–683 (2009)
Ferreira, O.P., Oliveira, P.R.: Proximal point algorithm on Riemannian manifolds. Optimization 51, 257–270 (2002)
Moreau, J.J.: Proximité et dualité dans un espace Hilbertien. Bull. Soc. Math. Fr. 93, 273–299 (1965)
Douglas, J., Rachford, H.H.: On the numerical solution of heat conduction problems in two and three space variables. Trans. Am. Math. Soc. 82, 421–439 (1956)
Moudafi, A.: On the difference of two maximal monotone operators: regularization and algorithmic approach. Appl. Math. Comput. 202, 446–452 (2008)
Alimohammady, M., Ramazannejad, M., Roohi, M.: Notes on the difference of two monotone operators. Optim. Lett. 8(1), 81–84 (2014)
Alimohammady, M., Ramazannejad, M.: Inertial proximal algorithm for difference of two maximal monotone operators. Indian J. Pure Appl. Math. 47(1), 1–8 (2016)
Moudafi, A.: On critical points of the difference of two maximal monotone operators. Afr. Mat. 26(3), 457–463 (2015)
Noor, M.A., Noor, K.I., Hamdi, A., El-Shemas, E.H.: On difference of two monotone operators. Optim. Lett. 3, 329–335 (2009)
Souza, J.C.O., Oliveira, P.R.: A proximal point method for DC functions on Hadamard manifolds. J. Glob. Optim. 63, 797–810 (2015)
Polyak, B.T.: Some methods of speeding up the convergence of iteration methods. U.S.S.R. Comput. Math. Math. Phys. 4(5), 1–17 (1964)
Alvarez, F., Attouch, H.: An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping. Set-Valued Anal. 9(1–2), 3–11 (2001)
Maingé, P.E., Moudafi, A.: Convergence of new inertial proximal methods for DC programming. SIAM J. Optim. 19, 397–413 (2008)
Oliveira, W., Tcheou, M.: Level an inertial algorithm for DC programming. Set-Valued Var. Anal. 27, 895–919 (2019)
Attouch, H., Théra, M.: A general duality principle for the sum of two operators. J. Convex Anal. 3, 1–24 (1996)
Sakai, T.: Riemannian geometry. Translations of mathematical monographs. American Mathematical Society, Providence (1996)
Udriste, C.: Convex functions and optimization algorithms on Riemannian manifolds. Mathematics and its applications, Kluwer Academic, Dordrecht (1994)
do Carmo, M.P.: Riemannian geometry. Birkhauser, Boston (1992)
Almeida, Y.T., Cruz Neto, J.X., Oliveira, P.R., Souza, J.C.O.: A modified proximal point method for DC functions on Hadamard manifolds. Comput. Optim. Appl. 76, 649–673 (2020)
Li, C., López, G., Martín-Márquez, V., Wang, J.H.: Resolvents of set valued monotone vector fields in Hadamard manifolds. Set-Valued Anal. 19, 361–383 (2011)
Polyak, B.T.: Introduction to optimization. Optimization Software Inc., New York (1987)
Aragon Artacho, F.J., Vuong, P.T.: The boosted difference of convex functions algorithm for non-smooth functions. SIAM J. Optim. 30, 980–1006 (2020)
Cruz Neto, J.X., Oliveira, P.R., Soubeyran, A., Souza, J.C.O.: A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem. Ann. Oper. Res. 289, 313–339 (2020)
Ferreira, O.P., Santos, E.M., Souza, J.C.O.: Boosted scaled subgradient method for DC programming. arXiv:2103.10757 (2021)
Le Thi, H.A., Huynh, V.N., Dinh, T.P.: Convergence analysis of difference-of-convex algorithm with sub-analytic data. J. Optim. Theory Appl. 179, 103–126 (2018)
Bento, G.C., Ferreira, O.P., Oliveira, P.R.: Proximal point method for a special class of non-convex functions on Hadamard manifolds. Optimization 64(2), 289–319 (2015)
Rothaus, O.S.: Domains of positivity. Abh. Math. Sem. Univ. Hambg. 24, 189–235 (1960)
Nesterov, Y.E., Todd, M.J.: On the Riemannian geometry defined by self-concordant barriers and interior-point methods. Found. Comput. Math. 2, 333–361 (2002)
Lang, S.: Fundamentals of differential geometry. Volume 191 of graduate texts in mathematics. Springer, New York, (1999)
Lenglet, C., Rousson, M., Deriche, R., Faugeras, O.: Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing. J. Math. Imaging Vis. 25, 423–444 (2006)
Bhatia, R.: Positive definite matrices, vol. 24. Princeton University Press, Princeton (2009)
Boumal, N., Mishira, B., Absil, P.-A., Sepulchre, R.: Manopt, a Matlab toolbox for optimization on manifolds. J. Mach. Learn. Res. 15, 1455–1459 (2014) http://www.manopt.org
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14, 877–898 (1976)
Rockafellar, R.: Characterization of the subdifferentials of convex functions. Pac. J. Math. 17(3), 497–510 (1966)
Acknowledgements
We would like to thank the referees for their constructive remarks which allow us to improve our work. J.C.O. Souza was supported in part by CNPq Grants 424169/2018-5 and 313901/2020-1. The project leading to this publication has received funding from the French government under the “France 2030” investment plan managed by the French National Research Agency (reference: ANR-17-EURE-0020) and from Excellence Initiative of Aix-Marseille University - A*MIDEX.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Andrade, J.S., Lopes, J.d.O. & Souza, J.C.d.O. An inertial proximal point method for difference of maximal monotone vector fields in Hadamard manifolds. J Glob Optim 85, 941–968 (2023). https://doi.org/10.1007/s10898-022-01240-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-022-01240-1