arXiv subjects

Maurício Silva Louzeiro

Publications and source records attributed to Maurício Silva Louzeiro.

2 recordsLinked to original sources

arXiv2021

Fenchel Duality and a Separation Theorem on Hadamard Manifolds

In this paper, we introduce a definition of Fenchel conjugate and Fenchel biconjugate on Hadamard manifolds based on the tangent bundle. Our definition overcomes the inconvenience that the conjugate depends on the choice of a certain point on the manifold, as previous definitions required. On the other hand, this new definition still possesses properties known to hold in the Euclidean case. It even yields a broader interpretation of the Fenchel conjugate in the Euclidean case itself. Most prominently, our definition of the Fenchel conjugate provides a Fenchel-Moreau Theorem for geodesically convex, proper, lower semicontinuous functions. In addition, this framework allows us to develop a theory of separation of convex sets on Hadamard manifolds, and a strict separation theorem is obtained.

math.OC↗

arXiv2020

Fenchel Duality Theory and A Primal-Dual Algorithm on Riemannian Manifolds

This paper introduces a new notion of a Fenchel conjugate, which generalizes the classical Fenchel conjugation to functions defined on Riemannian manifolds. We investigate its properties, e.g.,~the Fenchel--Young inequality and the characterization of the convex subdifferential using the analogue of the Fenchel--Moreau Theorem. These properties of the Fenchel conjugate are employed to derive a Riemannian primal-dual optimization algorithm, and to prove its convergence for the case of Hadamard manifolds under appropriate assumptions. Numerical results illustrate the performance of the algorithm, which competes with the recently derived Douglas--Rachford algorithm on manifolds of nonpositive curvature. Furthermore, we show numerically that our novel algorithm even converges on manifolds of positive curvature.

math.NA↗