Article ID: | iaor2012620 |
Volume: | 152 |
Issue: | 3 |
Start Page Number: | 773 |
End Page Number: | 785 |
Publication Date: | Mar 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Bento Glaydston, Melo Jefferson |
Keywords: | programming: convex, heuristics |
In this paper, a subgradient type algorithm for solving convex feasibility problem on Riemannian manifold is proposed and analysed. The sequence generated by the algorithm converges to a solution of the problem, provided the sectional curvature of the manifold is non‐negative. Moreover, assuming a Slater type qualification condition, we analyse a variant of the first algorithm, which generates a sequence with finite convergence property, i.e., a feasible point is obtained after a finite number of iterations. Some examples motivating the application of the algorithm for feasibility problems, nonconvex in the usual sense, are considered.