Proximal Point Method for Vector Optimization on Hadamard Manifolds

2015/12/18 by Bento, G. C., Ferreira, O. P., Pereira, Y. R. L.
#26B25 #53C21 #65K05 #90C30 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1512.06081

Abstract

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.

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