Abstract
Under the assumption that the sectional curvature of the manifold is bounded from below, we establish convergence result about the cyclic subgradient projection algorithm for convex feasibility problem presented in a paper by Bento and Melo on Riemannian manifolds (J Optim Theory Appl 152, 773–785, 2012). If, additionally, we assume that a Slater type condition is satisfied, then we further show that, without changing the step size, this algorithm terminates in a finite number of iterations. Clearly, our results extend the corresponding ones due to Bento and Melo and, in particular, we solve partially the open problem proposed in the paper by Bento and Melo.
Similar content being viewed by others
References
Bauschke, H.H., Borwein, J.M.: On projection algorithms for solving convex feasibility problems. SIAM Rev. 38(3), 367–426 (1996)
Bauschke, H.H., Combettes, P.L., Kruk, S.G.: Extrapolation algorithm for affine–convex feasibility problems. Numer. Algorithms 41, 239–274 (2006)
Censor, Y.: Mathematical Optimization for the Inverse Problem of Intensity-Modulated Radiation Therapy. Medical Physics Publisher, Madison (2003)
Censor, Y., Altschuler, M.D., Powlis, W.D.: On the use of Cimmino’s simultaneous projections method for computing a solution of the inverse problem in radiation therapy treatment planning. Inverse Probl. 4, 607–623 (1988)
Censor, Y., Zenios, S.A.: Parallel Optimization: Theory, Algorithms, and Applications. Oxford University Press, New York (1997)
Combettes, P.L.: The foundations of set theoretic estimation. Proc. IEEE 81, 182–208 (1993)
Combettes, P.L.: The convex feasibility problem in image recovery. Adv. Imaging Electron Phys. 95, 155–270 (1996)
Combettes, P.L.: Convex set theoretic image recovery by extrapolated iterations of parallel subgradient projections. IEEE Trans. Image Process. 6(4), 493–506 (1997)
Herman, G.: Image Reconstruction from Projections. The Fundamentals of Computerized Tomography. Academic Press, New York (1980)
Marks, L.D., Sinkler, W., Landree, E.: A feasible set approach to the crystallographic phase problem. Acta Crystallogr. 55(4), 601–612 (1999)
Censor, Y., Lent, A.: A Cyclic Subgradient Projections Method for the Convex Feasibility Problems. Technical Report. University of Haifa, Israel (1980)
Butnariu, D., Censor, Y., Gurfil, P., Hadar, E.: On the behavior of subgradient projections methods for convex feasibility problems in Euclidean spaces. SIAM J. Optim. 19, 786–807 (2008)
Kiwiel, K.C.: The efficiency of subgradient projection. SIAM J. Control Optim. 34, 677–697 (1996)
Kiwiel, K.C.: The efficiency of subgradient projection methods for convex optimization I: General level methods. SIAM J. Control Optim. 34, 660–676 (1996)
dos Santos, L.T.: A parallel subgradient method for the convex feasibility problem. J. Comput. Appl. Math. 18, 307–320 (1987)
Li, C., Mordukhovich, B.S., Wang, J.H., Yao, J.C.: Weak sharp minima on Riemannian manifolds. SIAM J. Optim. 21(4), 1523–1560 (2011)
Rapcsák, T.: Smooth Nonlinear Optimization in \({\mathbb{R}}^n\). Nonconvex Optimization and its Applications, vol. 19. Kluwer, Dordrecht (1997)
Adler, R., Dedieu, J.P., Margulies, J., Martens, M., Shub, M.: Newton’s method on Riemannian manifolds and a geometric model for the human spine. IMA J. Numer. Anal. 22, 359–390 (2002)
Burke, J.V., Lewis, A., Overton, M.: Optimal stability and eigenvalue multiplicity. Found. Comput. Math. 1, 205–225 (2001)
Ferreira, O.P., Pérez, L.R.L., Nemeth, S.Z.: Singularities of monotone vector fields and an extragradient-type algorithm. J. Glob. Optim. 31(1), 133–151 (2005)
Greene, R., Wu, H.: On the subharmonicity and plurisubharmonicity of geodesically convex functions. Indiana Univ. Math. J. 22, 641–653 (1972)
Mahony, R.E.: The constrained Newton method on a Lie group and the symmetric eigenvalue problem. Linear Algebr. Appl. 248, 67–89 (1996)
Miller, S.A., Malick, J.: Newton methods for nonsmooth convex minimization: connections among U-Lagrangian, Riemannian Newton and SQP methods. Math. Program. 104, 609–633 (2005)
Smith, S.T.: Geometric Optimization Methods for Adaptive Filtering. Division of Applied Sciences. PhD Thesis, Harvard University, Cambridge, MA (1993)
Udriste, C.: Convex Functions and Optimization Methods on Riemannian Manifolds. Mathematics and Its Applications, vol. 297. Kluwer, Dordrecht (1994)
Absil, P.A., Baker, C.G., Gallivan, K.A.: Trust-region methods on Riemannian manifolds. Found. Comput. Math. 7(3), 303–330 (2007)
Bridson, M., Haefliger, A.: Metric Spaces of Non-positive Curvature. Springer, Berlin (1999)
Ferreira, O.P., Oliveira, P.R.: Subgradient algorithm on Riemannian manifolds. J. Optim. Theory Appl. 97(1), 93–104 (1998)
Ferreira, O.P., Oliveira, P.R.: Proximal point algorithm on Riemannian Manifold. Optimization 51(2), 257–270 (2002)
Gabay, D.: Minimizing a differentiable function over a differential manifold. J. Optim. Theory Appl. 37(2), 177–219 (1982)
Li, C., López, G., Martín-Márquez, V.: Monotone vector fields and the proximal point algorithm on Hadamard manifolds. J. Lond. Math. Soc. 79, 663–683 (2009)
Li, C., Wang, J.H.: Newton’s method for sections on Riemannian manifolds: generalized covariant \(\alpha \)-theory. J. Complex. 24, 423–451 (2008)
Li, C., Yao, J.C.: Variational inequalities for set-valued vector fields on Riemannian manifolds: convexity of the solution set and the proximal point algorithm. SIAM J. Control Optim. 50(4), 2486–2514 (2012)
Luenberger, D.G.: The gradient projection method along geodesics. Manag. Sci. 18, 620–631 (1972)
Wang, J.H., Huang, S.C., Li, C.: Extended Newton’s algorithm for mappings on Riemannian manifolds with values in a cone. Taiwan J. Math. 13, 633–656 (2009)
Wang, J.H., López, G., Martín-Márquez, V., Li, C.: Monotone and accretive vector fields on Riemannian manifolds. J. Optim. Theory Appl. 146, 691–708 (2010)
Yang, Y.: Globally convergent optimization algorithms on Riemannian manifolds: uniform framework for unconstrained and constrained optimization. J. Optim. Theory Appl. 132(2), 245–265 (2007)
Bento, G.C., Melo, J.G.: Subgradient algorithm for convex feasibility on Riemannian manifolds. J. Optim. Theory Appl. 152(3), 773–785 (2012)
da Cruz Neto, J.X., de Lima, L., Oliverira, P.R.: Geodesic algorithms in Riemannian geometry. Balkan J. Geom. Appl. 3, 89–100 (1998)
Sakai, T.: Riemannian Geometry. Translations of Mathematical Monographs, vol. 149. American Mathematical Society, Providence (1996)
do Carmo, M.P.: Riemannian Geometry. Birkhauser, Boston (1992)
Acknowledgments
Research of the second author is supported in part by the National Natural Science Foundation of China (Grants 11171300, 11371325) and by Zhejiang Provincial Natural Science Foundation of China (Grant LY13A010011). Research of the third author was partially supported by the National Science Council of Taiwan under Grant NSC 99-2115-M-037-002-MY3.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Sándor Zoltán Németh.
Rights and permissions
About this article
Cite this article
Wang, X.M., Li, C. & Yao, J.C. Subgradient Projection Algorithms for Convex Feasibility on Riemannian Manifolds with Lower Bounded Curvatures. J Optim Theory Appl 164, 202–217 (2015). https://doi.org/10.1007/s10957-014-0568-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-014-0568-9
Keywords
- Convex feasibility problem
- Cyclic subgradient projection algorithm
- Riemannian manifold
- Sectional curvature