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G. C. Bento

Publications and source records attributed to G. C. Bento.

At least 19 recordsLinked to original sources

Subgradient Methods on Manifolds with Lower Bounded Curvature

The subgradient method is a classical and foundational approach in non-smooth convex optimization; its simplicity, robustness, and role as a conceptual and algorithmic starting point have made it the backbone of many significant optimization algorithms. Motivated by classical Euclidean results and recent advances in first-order Riemannian optimization, we study the convergence of the subgradient method on Hadamard manifolds with lower bounded curvature. Assuming a nonempty solution set and employing a corresponding non-summable diminishing step-size condition, we establish convergence of the generated sequence $\{x^k\}$ to a minimizer whenever at least one of the following holds: (a) the sequence $\{x^k\}$ is bounded; (b) the solution set $S$ is bounded; or (c) the step-sizes are square-summable ($\sum_{k=1}^{\infty}\lambda_k^2<\infty$). Additionally, we prove that if $\operatorname{int}(S)\neq\emptyset$, the method achieves finite termination. Our main contribution provides a Riemannian counterpart to Shepilov's Euclidean analysis [Cybernetics, 12 (1976), pp. 544-548], thus complementing existing literature on convex minimization over manifolds with lower bounded curvature.

math.OC

Subdifferential theory and the Fenchel conjugate via Busemann functions on Hadamard manifolds

In this paper, we propose a notion of subdifferential defined via Busemann functions and use it to identify a condition under which the Fenchel-Young inequality of Bento, Cruz Neto and Melo (Appl. Math. Optim. 88:83, 2023) holds with equality. This equality condition is particularly significant, as it captures a fundamental duality principle in convex analysis, linking a primal convex function to its conjugate and clarifying the sharpness of the associated inequality on Riemannian manifolds. We also investigate the existence of non-trivial affine functions under Ricci curvature information. In particular, we extend the result of Bento, Cruz Neto and Melo, originally formulated for the case of negative Ricci curvature on an open set, to manifolds whose Ricci curvature may be non-zero. As a consequence, we prove new non-existence criteria for non-trivial affine functions and show that the assumption of non-zero Ricci curvature is, in general, necessary to ensure such a rigidity conclusion.

math.DG

Regularized Multiobjective Optimization with Directionally Lipschitzian Data

The paper is devoted to the study of regularized versions of multiobjective optimization problems described by directionally Lipschitzian functions. Such regularizations appear in proximal-type algorithms of multiobjective optimization, various models of machine learning, medical physics, etc. We investigate and illustrate several useful properties of directionally Lipschitzian functions, which distinguish them from locally Lipschitzian ones. By using advanced tools of variational analysis and generalized differentiation revolving around the limiting/Mordukhovich subdifferential, we derive necessary conditions for Pareto optimality in regularized multiobjective problems.

math.OC

Convergence of Descent Optimization Algorithms under Polyak-Łojasiewicz-Kurdyka Conditions

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-Łojasiewicz-Kurdyka (PLK) type. Along other results, we prove the finite termination of generic algorithms under the PLK conditions with lower exponents. Specifications are given to establish new convergence rates for inexact reduced gradient methods and some versions of the boosted algorithm in DC programming. It is revealed, e.g., that the lower exponent PLK conditions for a broad class of difference programs are incompatible with the gradient Lipschitz continuity for the plus function around a local minimizer. On the other hand, we show that the above inconsistency observation may fail if the Lipschitz continuity is replaced by merely the gradient continuity.

math.OC

A Refined Proximal Algorithm for Nonconvex Multiobjective Optimization in Hilbert Spaces

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary optimality conditions for them, and then employ these conditions to develop a refined version of the vectorial proximal point algorithm with providing its detailed convergence analysis. The obtained results largely extend those initiated by Bonnel, Iusem and Svaiter \cite{Bonnel2005} for convex vector optimization problems and by Bento et al. \cite{Bento2018} for nonconvex finite-dimensional problems in terms of Clarke's generalized gradients.

math.OC

Elements of Convex Geometry in Hadamard Manifolds with Application to Equilibrium Problems

In this paper, is introduced a new proposal of resolvent for equilibrium problems in terms of the Busemann's function. A great advantage of this new proposal is that, in addition to be a natural extension of the proposal in the linear setting by Combettes and Hirstoaga in [20], the new term that performs regularization is a convex function in general Hadamard manifolds, being a first step to fully answer to the problem posed by Cruz Neto et al. in [21, Section 5]. During our study, some elements of convex analysis are explored in the context of Hadamard manifolds, which are interesting on their own. In particular, we introduce a new definition of convex combination (now commutative) of any finite collection of points and present the realization of an associated Jensen-type inequality.

math.OC

An inexact proximal point method for variational inequality on Hadamard manifolds

In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is approximated by using the enlargement of the vector field in consideration and then the next iterated is obtained by solving this subproblem allowing a suitable error tolerance. As an application, we obtain an inexact proximal point method for constrained optimization problems, equilibrium problems and nonlinear optimization problems on Hadamard manifolds.

math.OC

An Extragradient-type Algorithm for Variational Inequality on Hadamard Manifolds

The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of $ε$-enlargement of maximal monotone vector fields is used and its lower-semicontinuity is stablished in order to obtain the convergence of the method in this new context.

math.OC

Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds

This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature. By using tools from the Riemannian convex analysis and exploring directly the tangent space of the manifold, we obtain different iteration-complexity bounds for the aforementioned methods, complementing and improving related results. Moreover, we also establish iteration-complexity bound for the proximal point method on Hadamard manifolds.

math.NA

Proximal algorithms with Bregman distances for bilevel equilibrium problems with application to the problem of "how routines form and change" in Economics and Management Sciences

In this paper we present the bilevel equilibrium problem under conditions of pseudomonotonicity. Using Bregman distances on Hadamard manifolds we propose a framework for to analyse the convergence of a proximal point algorithm to solve this bilevel equilibrium problem. As an application, we consider the problem of "how routines form and change" which is crucial for the dynamics of organizations in Economics and Management Sciences.

math.OC

Proximal Point Method for Vector Optimization on Hadamard Manifolds

In this paper, we extend the proximal point algorithm for vector optimization from the Euclidean space to the Riemannian context. Under suitable assumptions on the objective function the well definition and full convergence of the method to a weak efficient point is proved.

math.OC

Enlargement of Monotone Vector Fields and an Inexact Proximal Point Method for Variational Inequalities in Hadamard Manifolds

In this paper an inexact proximal point method for variational inequalities in Hadamard manifolds is introduced and studied its convergence properties. The main tool used for presenting the method is the concept of enlargement of monotone vector fields, which generalizes the concept of enlargement of monotone operators from the linear setting to the Riemannian context. As an application, an inexact proximal point method for constrained optimization problems is obtained.

math.OC

Some comparisons between the Variational rationality, Habitual domain, and DMCS approaches

The "Habitual domain" (HD) approach and the "Variational rationality" (VR) approach belong to the same strongly interdisciplinary and very dispersed area of research: human stability and change dynamics (see Soubeyran, 2009, 2010, for an extended survey), including physiological, physical, psychological and strategic aspects, in Psychology, Economics, Management Sciences, Decision theory, Game theory, Sociology, Philosophy, Artificial Intelligence,.... These two approaches are complementary. They have strong similarities and strong differences. They focus attention on both similar and different stay and change problems, using different concepts and different mathematical tools. When they use similar concepts (a lot), they often have different meaning. We can compare them with respect to the problems and topics they consider, the behavioral principles they use, the concepts they modelize, the mathematical tools they use, and their results.

math.OC

A proximal point algorithm with generalized proximal distances to BEPs

We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequences generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of task's allocation in a hierarchical organization.

math.OC

An Existence Result for the Generalized Vector Equilibrium Problem on Hadamard Manifold

A sufficient condition for the existence of a solution for generalized vector equilibrium problem (GVEP) on Hadamard manifold, by using a version of KKM lemma on this context, is presented in this paper. It is worth to point out that, in particular, existence result of solution for optimization problems, vector optimization problems, Nash equilibria problems, complementarity problems and variational inequality problems can be obtained as a special case of the existence result for GVEP in this new context.

math.OC

Generalized Inexact Proximal Algorithms: Habit's/ Routine's Formation with Resistance to Change, following Worthwhile Changes

This paper shows how, in a quasi metric space, an inexact proximal algorithm with a generalized perturbation term appears to be a nice tool for Behavioral Sciences (Psychology, Economics, Management, Game theory,...). More precisely, the new perturbation term represents an index of resistance to change, defined as a "curved enough" function of the quasi distance between two successive iterates. Using this behavioral point of view, the present paper shows how such a generalized inexact proximal algorithm can modelize the formation of habits and routines in a striking way. This idea comes from a recent "variational rationality approach" of human behavior which links a lot of different theories of stability (habits, routines, equilibrium, traps,...) and changes (creations, innovations, learning and destructions,...) in Behavioral Sciences and a lot of concepts and algorithms in Variational Analysis. In this variational context, the perturbation term represents a specific instance of the very general concept of resistance to change, which is the disutility of some inconvenients to change. Central to the analysis are the original variational concepts of "worthwhile changes" and "marginal worthwhile stays". At the behavioral level, this paper advocates that proximal algorithms are well suited to modelize the emergence of habituation/routinized human behaviors. We show when, and at which speed, a "worthwhile to change" process converges to a behavioral trap.

math.OC