Nonconvex weak sharp minima on Riemannian manifolds

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Publication:2275271

DOI10.1007/S10957-019-01539-2zbMATH Open1426.49014arXiv1803.03943OpenAlexW2962889672WikidataQ115382548 ScholiaQ115382548MaRDI QIDQ2275271FDOQ2275271

Mohammad Mahdi Karkhaneei, Nezam Mahdavi-Amiri

Publication date: 2 October 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: We are to establish necessary conditions (of the primal and dual types) for the set of weak sharp minima of a nonconvex optimization problem on a Riemannian manifold. Here, we are to provide a generalization of some characterizations of weak sharp minima for convex problems on Riemannian manifold introduced by Li et al. (SIAM J. Optim., 21 (2011), pp. 1523--1560) for nonconvex problems. We use the theory of the Fr'echet and limiting subdifferentials on Riemannian manifold to give the necessary conditions of the dual type. We also consider a theory of contingent directional derivative and a notion of contingent cone on Riemannian manifold to give the necessary conditions of the primal type. Several definitions have been provided for the contingent cone on Riemannian manifold. We show that these definitions, with some modifications, are equivalent. We establish a lemma about the local behavior of a distance function. Using the lemma, we express the Fr'echet subdifferential (contingent directional derivative) of a distance function on a Riemannian manifold in terms of normal cones (contingent cones), to establish the necessary conditions. As an application, we show how one can use weak sharp minima property to model a Cheeger type constant of a graph as an optimization problem on a Stiefel manifold.


Full work available at URL: https://arxiv.org/abs/1803.03943




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