Searcharxiv⌕ Search

arXiv subjects

O. P. Ferreira

Publications and source records attributed to O. P. Ferreira.

At least 19 recordsLinked to original sources
arXiv2026

Projected Gradient Method on Hadamard Manifolds

We study constrained smooth optimization problems on Hadamard manifolds with closed geodesically convex feasible sets. We analyze two projected gradient schemes: one with a constant stepsize and another with a backtracking line search. The constant-stepsize scheme is analyzed under the assumption that the objective function has a Lipschitz continuous Riemannian gradient, whereas the backtracking variant does not require this assumption to establish stationarity of accumulation points. For both schemes, we prove that every accumulation point of the generated sequence is first-order stationary under the respective assumptions, without requiring compactness of the feasible set; compactness is needed only to ensure the existence of accumulation points. When the objective function has a Lipschitz continuous Riemannian gradient, we derive iteration-complexity bounds of order \(O(1/\sqrt{N})\) for projection-based stationarity measures for both schemes, together with the corresponding \(\varepsilon\)-complexity estimates. For the backtracking scheme, the complexity analysis additionally requires the trial line-search stepsizes to be uniformly bounded away from zero. Under the same respective assumptions, the generated sequences are also asymptotically regular. Finally, we illustrate the practical performance of the methods by solving constrained Karcher mean problems on the manifold of symmetric positive definite matrices.

math.OC↗
arXiv2026

Ball-proximal point method on a Hadamard Manifolds

We consider the problem of minimizing a proper, lower semicontinuous, geodesically convex function on a Hadamard manifold. Building on ball-proximal (broximal) ideas in the Euclidean setting, viewed as an abstract proximal-type algorithm, we propose and analyze a Riemannian ball-proximal point method (RB-PPM) whose basic step consists of minimizing the objective function over a metric ball centred at the current iterate. We first introduce the Riemannian broximal map, prove existence and uniqueness of broximal points on Hadamard manifolds, and derive a KKT-type characterization involving a scalar parameter and the Riemannian subdifferential. We then show that RB-PPM enjoys a strict decrease of the squared distance to the solution set whenever the current ball does not contain a minimizer. This leads to quasi-Fejér monotonicity, finite termination for constant radii, and a product-form linear decay of the objective values up to the hitting time of the solution set. We also obtain nonasymptotic complexity bounds for the norms of suitable subgradients and for the function values, including a linear rate in the number of iterations under constant radii. Finally, we establish an asymptotic dichotomy, if the sum of the radii diverges, then the objective values converge to the optimal value, and, when the solution set is nonempty, the entire sequence of iterates converges to a minimizer. The resulting scheme provides a geometry-aware, ball-based analog of classical Riemannian proximal point methods.

math.OC↗
arXiv2026

A subdifferential characterization via Busemann functions and applications to DC optimization on Hadamard manifolds

This paper investigates the properties of Busemann functions on Hadamard manifolds and their use in optimization algorithms in Riemannian settings. We present a new Busemann-based characterization of the subdifferential, which is particularly well suited to Riemannian optimization. In the classical Hadamard manifold framework, a subgradient provides a global lower model of a convex function expressed through the inverse exponential map. However, this model may fail to exhibit a useful convexity or concavity structure. By contrast, our characterization yields a concave bounding function by exploiting key properties of Busemann functions. We use this concavity to design and analyze difference-of-convex (DC) optimization methods on Hadamard manifolds. In particular, we reformulate the classical DC algorithm (DCA) for Riemannian contexts and study its convergence properties. We also report preliminary numerical experiments comparing the proposed Busemann DCA, which leads to geodesically convex subproblems, with the classical Riemannian DCA.

math.OC↗
arXiv2026

Frank--Wolfe algorithms for piecewise star-convex functions with a nonsmooth difference-of-convex structure

In the present paper, we formulate two versions of Frank--Wolfe algorithm or conditional gradient method to solve the DC optimization problem with an adaptive step size. The DC objective function consists of two components; the first is thought to be differentiable with a continuous Lipschitz gradient, while the second is only thought to be convex. The second version is based on the first and employs finite differences to approximate the gradient of the first component of the objective function. In contrast to past formulations that used the curvature/Lipschitz-type constant of the objective function, the step size computed does not require any constant associated with the components. For the first version, we established that the algorithm is well-defined of the algorithm and that every limit point of the generated sequence is a stationary point of the problem. We also introduce the class of weak-star-convex functions and show that, despite the fact that these functions are non-convex in general, the rate of convergence of the first version of the algorithm to minimize these functions is ${\cal O}(1/k)$. The finite difference used to approximate the gradient in the second version of the Frank-Wolfe algorithm is computed with the step-size adaptively updated using two previous iterations. Unlike previous applications of finite difference in the Frank-Wolfe algorithm, which provided approximate gradients with absolute error, the one used here provides us with a relative error, simplifying the algorithm analysis. In this case, we show that all limit points of the generated sequence for the second version of the Frank-Wolfe algorithm are stationary points for the problem under consideration, and we establish that the rate of convergence for the duality gap is ${\cal O}(1/\sqrt{k})$.

math.OC↗
arXiv2026

A Busemann hybrid projection-proximal point algorithm for optimization problems on Hadamard manifolds

We study optimization problems on Hadamard manifolds, motivated by recent advances in geometric approaches to optimization on curved spaces, particularly those involving the structure of Busemann functions. We introduce a projection based variant of the proximal point algorithm, termed the \emph{Busemann hybrid projection proximal point algorithm}, which replaces Euclidean hyperplanes with horospheres defined via convex Busemann functions. The algorithm performs projections in closed form using the gradients of these functions, resulting in a geometrically intrinsic scheme that requires no tangent space linear solves. We allow for inexact subgradient evaluations and prove global convergence under controlled inexactness, with a relative error level strictly below one. We establish a Fejér type descent and sublinear complexity with a rate proportional to the inverse square root of the iteration count, and show that the exact variant coincides with the classical Riemannian proximal point algorithm. The framework clarifies the role of Busemann based subdifferentials in optimization on spaces of nonpositive curvature.

math.OC↗
arXiv2025

Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations

This paper presents a novel variant of the Broyden quasi-Newton secant-type method aimed at solving constrained mixed generalized equations, which can include functions that are not necessarily differentiable. The proposed method integrates the classical secant approach with techniques inspired by the Conditional Gradient method to handle constraints effectively. We establish local convergence results by applying the contraction mapping principle. Specifically, under assumptions of Lipschitz continuity, a modified Broyden update for derivative approximation, and the metric regularity property, we show that the algorithm generates a well-defined sequence that converges locally at a Q-linear rate.

math.OC↗
arXiv2024

Extragradient method with feasible inexact projection to variational inequality problem

The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint set, as in previous versions extragradient method, the proposed methods compute feasible inexact projections on the constraint set using a relative error criterion. The first version of the proposed method provided is a counterpart to the classic form of the extragradient method with constant steps. In order to establish its convergence we need to assume that the operator is pseudo-monotone and Lipschitz continuous, as in the standard approach. For the second version, instead of a fixed step size, the method presented finds a suitable step size in each iteration by performing a line search. Like the classical extragradient method, the proposed method does just two projections into the feasible set in each iteration. A full convergence analysis is provided, with no Lipschitz continuity assumption of the operator defining the variational inequality problem.

math.OC↗
arXiv2023

A generalized conditional gradient method for multiobjective composite optimization problems

This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these problems, we propose a generalized version of the conditional gradient method, also known as Frank-Wolfe method. The method is analyzed with three step size strategies, including Armijo-type, adaptive, and diminishing step sizes. We establish asymptotic convergence properties and iteration-complexity bounds, with and without convexity assumptions on the objective functions. Numerical experiments illustrating the practical behavior of the methods are presented.

math.OC↗
arXiv2022

A subgradient method with non-monotone line search

In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method selects the step sizes in an adaptive way. Under mild conditions asymptotic convergence results and iteration-complexity bounds are obtained. Preliminary numerical results illustrate the relative efficiency of the proposed method.

math.OC↗
arXiv2021

On the Frank-Wolfe algorithm for non-compact constrained optimization problems

This paper is concerned with the Frank--Wolfe algorithm for a special class of {\it non-compact} constrained optimization problems. The notion of asymptotic cone is used to introduce this class of problems as well as to establish that the algorithm is well defined. These problems, with closed and convex constraint set, are characterized by two conditions on the gradient of the objective function. The first establishes that the gradient of the objective function is Lipschitz continuous, which is quite usual in the analysis of this algorithm. The second, which is new in this subject, establishes that the gradient belongs to the interior of the dual asymptotic cone of the constraint set. Classical results on the asymptotic behavior and iteration-complexity bounds for the sequence generated by the Frank--Wolfe algorithm are extended to this new class of problems. Examples of problems with non-compact constraints and objective functions satisfying the aforementioned conditions are also provided.

math.OC↗
arXiv2021

Approximate Douglas-Rachford algorithm for two-sets convex feasibility problems

In this paper, we propose a new algorithm combining the Douglas-Rachford (DR) algorithm and the Frank-Wolfe algorithm, also known as the conditional gradient (CondG) method, for solving the classic convex feasibility problem. Within the algorithm, which will be named {\it Approximate Douglas-Rachford (ApDR) algorithm}, the CondG method is used as a subroutine to compute feasible inexact projections on the sets under consideration, and the ApDR iteration is defined based on the DR iteration. The ApDR algorithm generates two sequences, the main sequence, based on the DR iteration, and its corresponding shadow sequence. When the intersection of the feasible sets is nonempty, the main sequence converges to a fixed point of the usual DR operator, and the shadow sequence converges to the solution set. We provide some numerical experiments to illustrate the behaviour of the sequences produced by the proposed algorithm.

math.OC↗
arXiv2021

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↗
arXiv2019

Alternating conditional gradient method for convex feasibility problems

The classical convex feasibility problem in a finite dimensional Euclidean space is studied in the present paper. We are interested in two cases. First, we assume to know how to compute an exact project onto one of the sets involved and the other set is compact such that the conditional gradient (CondG) method can be used for computing efficiently an inexact projection on it. Second, we assume that both sets involved are compact such that the CondG method can be used for computing efficiently inexact projections on them. We combine alternating projection method with CondG method to design a new method, which can be seen as an inexact feasible version of alternate projection method. The proposed method generates two different sequences belonging to each involved set, which converge to a point in the intersection of them whenever it is not empty. If the intersection is empty, then the sequences converge to points in the respective sets whose distance is equal to the distance between the sets in consideration.

math.OC↗
arXiv2018

On the spherical convexity of quadratic functions

In this paper we study the spherical convexity of quadratic functions on spherically convex sets. In particular, conditions characterizing the spherical convexity of quadratic functions on spherical convex sets associated to the positive orthants and Lorentz cones are given.

math.OC↗
arXiv2018

Damped Newton's Method on Riemannian Manifolds

A damped Newton's method to find a singularity of a vector field in Riemannian setting is presented with global convergence study. It is ensured that the sequence generated by the proposed method reduces to a sequence generated by the Riemannian version of the classical Newton's method after a finite number of iterations, consequently its convergence rate is superlinear/quadratic. Moreover, numerical experiments illustrate that the damped Newton's method has better performance than Newton's method in number of iteration and computational time.

math.OC↗
arXiv2018

Gradient Method for Optimization on Riemannian Manifolds with Lower Bounded Curvature

The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for determining the stepsize, namely, Lipschitz stepsize, adaptive stepsize and Armijo's stepsize. The first procedure requires that the objective function has Lipschitz continuous gradient, which is not necessary for the other approaches. Convergence of the whole sequence to a minimizer, without any level set boundedness assumption, is proved. Iteration-complexity bound for functions with Lipschitz continuous gradient is also presented. Numerical experiments are provided to illustrate the effectiveness of the method in this new setting and certify the obtained theoretical results. In particular, we consider the problem of finding the Riemannian center of mass and the so-called Karcher's mean. Our numerical experiences indicate that the adaptive stepsize is a promising scheme that is worth considering.

math.OC↗
arXiv2018

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↗