Nonconvex weak sharp minima on Riemannian manifolds

DOI10.1007/S10957-019-01539-2MaRDI QIDQ2275271zbMATH OpenOpenAlexWikidataFDO

Authors Mohammad Mahdi Karkhaneei, Nezam Mahdavi-Amiri

Publication date 2 October 2019

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

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

zbMATH Keywords

graph clusteringRiemannian manifoldsdistance functionsgeneralized differentiationweak sharp minimanonconvex functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Connectivity (05C40) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Fréchet and Gateaux differentiability in optimization (49J50)

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.

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Cited in

(15)

• The concept of admissible sets in optimization problems on non-Hadamard Riemannian manifolds
• Constraint qualifications and optimality criteria for nonsmooth multiobjective programming problems on Hadamard manifolds
• Weak sharp minima on Riemannian manifolds
• Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds
• Second-order optimality conditions and duality for multiobjective semi-infinite programming problems on Hadamard manifolds
• Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
• Optimality conditions and duality for multiobjective semi-infinite programming on Hadamard manifolds
• Optimality conditions and duality for nonsmooth multiobjective semi-infinite programming problems on Hadamard manifolds
• On weak sharp minima for a special class of nonsmooth functions
• Generalized weak sharp minima in cone-constrained convex optimization on Hadamard manifolds
• Constraint qualifications for nonsmooth multiobjective programming problems with switching constraints on Hadamard manifolds
• Optimality conditions and duality for nonsmooth multiobjective semi-infinite programming problems with vanishing constraints on Hadamard manifolds
• Characterizations of the solution set of nonsmooth semi-infinite programming problems on Hadamard manifolds
• Optimality conditions and duality for multiobjective semi-infinite optimization problems with switching constraints on Hadamard manifolds
• Constraint qualifications and optimality conditions for nonsmooth multiobjective mathematical programming problems with vanishing constraints on Hadamard manifolds via convexificators

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