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S. Z. Németh

Publications and source records attributed to S. Z. Németh.

At least 19 recordsLinked to original sources

Characterizations of subdual cones via isotonicity of the norm of the metric projection and via antitonicity of angular distance

Let $H$ be a real Hilbert space, let $K\subseteq H$ be a closed convex cone, let $K^*$ be its dual closed convex cone, and let $P_K$ denote the metric projection onto $K$. We study scalar quantities associated with th projection $P_K$ and their interaction with the preorder induced by $K$. Our main result characterizes subduality by the monotonicity of the norm of a projection: $K\subseteq K^*$ if and only if $x\le_K y$ implies $\|P_Kx\|\le \|P_Ky\|$. We also discuss the sublinearity of the norm of a projection and of the distance from a closed convex cone, relate these functions to asymmetric seminorms, and introduce a normalized angular distance from a closed convex cone. The angular distance admits equivalent formulas in terms of $P_K$ and the ordinary distance function and, for closed convex cones with $K\ne H$, yields a second characterization of subduality. Finally, coordinatewise monotone norms on finite-dimensional spaces are used to aggregate distances from several closed convex cones and thereby construct asymmetric seminorms. The proofs are consequences of Moreau's decomposition theorem and the geometry of metric projections.

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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.

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About the kernel of the strongly quasiconvex function generated projection

This paper explores a natural generalization of Euclidean projection through the lens of strongly quasiconvex functions, as developed in prior works. By establishing a connection between strongly quasiconvex functions and the theory of mutually polar mappings on convex cones, we integrate this generalized projection concept into the duality framework of Riesz spaces, vector norms, and Euclidean metric projections. A central result of this study is the identification of conditions under which the null space of a projection onto a closed convex cone forms a closed convex cone. We provide a comprehensive characterization of such cones and projections, highlighting their fundamental role in extending the duality theory to generalized projection operators.

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Why Study the Spherical Convexity of Non-Homogeneous Quadratic Functions, and What Makes It Surprising?

This paper presents necessary, sufficient, and equivalent conditions for the spherical convexity of non-homogeneous quadratic functions. In addition to motivating this study and identifying useful criteria for determining whether such functions are spherically convex, we discovered surprising properties that distinguish spherically convex quadratic functions from their geodesically convex counterparts in both hyperbolic and Euclidean spaces. Since spherically convex functions over the entire sphere are constant, we restricted our focus to proper spherically convex subsets of the sphere. Although most of our results pertain to non-homogeneous quadratic functions on the spherically convex set of unit vectors with positive coordinates, we also present findings for more general spherically convex sets. Beyond the general non-homogeneous quadratic functions, we consider explicit special cases where the matrix in the function's definition is of a specific type, such as positive, diagonal, and Z-matrix.

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The monotone extended second order cone and mixed complementarity problems

In this paper, we study a new generalization of the Lorentz cone, called the Monotone Extended Second Order Cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a Nonlinear Complementarity Problem on a cylinder, which is equivalent to a suitable Mixed Complementarity Problem and provide a computational example illustrating applicability of MESOC.

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Subadditive retractions on cones and asymmetric vector norms

Asymmetric vector norms are generalizations of asymmetric norms, where the subadditivity inequality is understood in ordered vector space sense. This relation imposes strong conditions on the ordering itself. This note studies on these conditions in the general case, and in the case when the asymmetric vector norm is the metric projection onto the cone engendering the order relation.

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The dual Z-property for the Lorentz cone

The Z-property of a linear map with respect to a cone is an extension of the notion of Z-matrices. In a recent paper of Orlitzky (see Corollary 6.2 in M. Orlitzky. Positive and $\mathbf{Z}$-operators on closed convex cones, Electron. J Linear Algebra, 444--458, 2018) the characterisation of cone-complementarity is given in terms of the dual of the cone of linear maps satisfying the Z-property. Therefore, it is meaningful to consider the problem of finding the dual cone of the cone of linear maps which have the Z-property with respect to a cone. This short note will solve this problem in the particular case when the Z-property is considered with respect to the Lorentz cone.

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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.

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On the spherical quasi-convexity of quadratic functions

In this paper the spherical quasi-convexity of quadratic functions on spherically convex sets is studied. Several conditions characterizing the spherical quasi-convexity of quadratic functions are presented. In particular, conditions implying spherical quasi-convexity of quadratic functions on the spherical positive orthant are given. Some examples are provided as an application of the obtained results.

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How to project onto extended second order cones

The extended second order cones were introduced by S. Z. Németh and G. Zhang in [S. Z. Németh and G. Zhang. Extended Lorentz cones and variational inequalities on cylinders. J. Optim. Theory Appl., 168(3):756-768, 2016] for solving mixed complementarity problems and variational inequalities on cylinders. R. Sznajder in [R. Sznajder. The Lyapunov rank of extended second order cones. Journal of Global Optimization, 66(3):585-593, 2016] determined the automorphism groups and the Lyapunov or bilinearity ranks of these cones. S. Z. Németh and G. Zhang in [S.Z. Németh and G. Zhang. Positive operators of Extended Lorentz cones. arXiv:1608.07455v2, 2016] found both necessary conditions and sufficient conditions for a linear operator to be a positive operator of an extended second order cone. This note will give formulas for projecting onto the extended second order cones. In the most general case the formula will depend on a piecewise linear equation for one real variable which will be solved by using numerical methods.

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Linear complementarity problems on extended second order cones

In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant. We state necessary and sufficient conditions for a point to be a solution of the converted problem. We also present solution strategies for this problem, such as the Newton method and Levenberg-Marquardt algorithm. Finally, we present some numerical examples.

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Linear complementarity on simplicial cones and the congruence orbit of matrices

The congruence orbit of a matrix has a natural connection with the linear complementarity problem on simplicial cones formulated for the matrix. In terms of the two approaches -- the congruence orbit and the family of all simplicial cones -- we give equivalent classification of matrices from the point of view of the complementarity theory.

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Isotone projection cones and Q-matrices

Proper cones with the property that the projection onto them is isotone with respect to the order they induce are called isotone projection cones. Isotone projection cones and their extensions have been used to solve complementarity problems and variational inequalities. Q-matrices are matrices with the property that all classical linear complementarity problems defined by them are solvable. This note will use the isotone projection cones to generate a large class of Q-matrices. More specifically, it will be shown that the product between a non-negative matrix with positive diagonal elements and a Stieltjes matrix is a Q-matrix.

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Positive operators of Extended Lorentz cones

In this paper necessary conditions and sufficient conditions are given for a linear operator to be a positive operators of an Extended Lorentz cone. Similarities and differences with the positive operators of Lorentz cones are investigated.

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Conic optimization and complementarity problems

Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will present such a relationship.

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Order isotonicity of the metric projection onto a closed convex cone

The basic tool for solving problems in metric geometry and isotonic regression is the metric projection onto closed convex cones. Isotonicity of these projections with respect to a given order relation can facilitate finding the solutions of the above problems. In the recent note "A. B. Németh and S.Z. Németh: Isotonic regression and isotonic projection. Linear Algebra and its Applications, 494: 80-89 (2016)" this problem was studied for the coordinate-wise ordering. This study was the starting point for further investigations, such as the ones presented here. The order relation in the Euclidean space endowed by a proper cone is considered and the proper cones admitting isotone metric projections with respect to this order relation are investigated.

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A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming

In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a solution. Besides, we also show that the generated sequence is bounded, for any starting point, and a formula for any accumulation point of this sequence is presented. As an application, we study the convex quadratic programming problem under positive constraints. The numerical results suggest that the semi-smooth Newton method achieves accurate solutions to large scale problems in few iterations.

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Isotonic regression and isotonic projection

The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering.

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