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J. O. Lopes

Publications and source records attributed to J. O. Lopes.

4 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

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

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

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