Singular Riemannian barrier methods and gradient-projection dynamical systems for constrained optimization

DOI10.1080/02331930412331327184MaRDI QIDQ4669783zbMATH OpenOpenAlexWikidataFDO

Authors Hédy Attouch, Jérôme Bolte, Patrick Redont, Marc Teboulle

Publication date 15 April 2005

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930412331327184

zbMATH Keywords

Bregman distancesAsymptotic analysisDynamical systemsBarrier methods in constrained optimizationContinuous gradient methodConvex Legendre functionsSingular Hessian Riemannian metric

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamical systems in optimization and economics (37N40) Ordinary differential inclusions (34A60) Dynamical systems in control (37N35) Evolution inclusions (34G25)

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Cites work

• A class of nonlinear elliptic—parabolic equations with time-dependent constraints
• Barrier Operators and Associated Gradient-Like Dynamical Systems for Constrained Minimization Problems
• Central Paths, Generalized Proximal Point Methods, and Cauchy Trajectories in Riemannian Manifolds
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
• Hessian Riemannian Gradient Flows in Convex Programming
• Regularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization.
• Variational Analysis
• Weak convergence of the sequence of successive approximations for nonexpansive mappings

Cited in

(19)

• Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure
• Proximal point method for a special class of nonconvex functions on Hadamard manifolds
• First-order methods for convex optimization
• A subgradient method for multiobjective optimization on Riemannian manifolds
• On the convergence of gradient-like flows with noisy gradient input
• Local convergence of the proximal point method for a special class of nonconvex functions on Hadamard manifolds
• Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
• Unconstrained steepest descent method for multicriteria optimization on Riemannian manifolds
• Finite termination of the proximal point method for convex functions on Hadamard manifolds
• Second-order dynamics with Hessian-driven damping for linearly constrained convex minimization
• Barrier Operators and Associated Gradient-Like Dynamical Systems for Constrained Minimization Problems
• Hessian barrier algorithms for linearly constrained optimization problems
• A dynamical system method for solving the split convex feasibility problem
• Convergence to the optimal value for barrier methods combined with Hessian Riemannian gradient flows and generalized proximal algorithms
• Projected dynamical systems on irregular, non-Euclidean domains for nonlinear optimization
• A new fixed-time stability of neural network to solve split convex feasibility problems
• Legendre transform and applications to finite and infinite optimization
• Asymptotic behavior analysis on multivalued evolution inclusion with projection in Hilbert space
• No-regret algorithms in on-line learning, games and convex optimization

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