Convex- and Monotone-Transformable Mathematical Programming Problems and a Proximal-Like Point Method

The problem of finding the singularities of monotone vectors fields on Hadamard manifolds will be considered and solved by extending the well-known proximal point algorithm. For monotone vector fields the algorithm will generate a well defined sequence, and for monotone vector fields with singularities it will converge to a singularity. It will also be shown how tools of convex analysis on Riemannian manifolds can solve non-convex constrained problems in Euclidean spaces. To illustrate this remarkable fact examples will be given.     

Proximal Point Algorithm On Riemannian Manifolds

Abstract

In this paper we consider the minimization problem with constraints. We will show that if the set of constraints is a Riemannian manifold of nonpositive sectional curvature, and the objective function is convex in this manifold, then the proximal point method in Euclidean space is naturally extended to solve that class of problems. We will prove that the sequence generated by our method is well defined and converge to a minimizer point. In particular we show how tools of Riemannian geometry, more specifically the convex analysis in Riemannian manifolds, can be used to solve nonconvex constrained problem in Euclidean, space.     

On geometric vector fields of Minkowski spaces and their applications

As it is well-known, a Minkowski space is a finite dimensional real vector space equipped with a Minkowski functional F. By the help of its second order partial derivatives we can introduce a Riemannian metric on the vector space and the indicatrix hypersurface S:=F⁻¹(1) can be investigated as a Riemannian submanifold in the usual sense.Our aim is to study affine vector fields on the vector space which are, at the same time, affine with respect to the Funk metric associated with the indicatrix hypersurface. We give an upper bound for the dimension of their (real) Lie algebra and it is proved that equality holds if and only if the Minkowski space is Euclidean. Criteria of the existence is also given in lower dimensional cases. Note that in case of a Euclidean vector space the Funk metric reduces to the standard Cayley-Klein metric perturbed with a nonzero 1-form.As an application of our results we present the general solution of Matsumoto's problem on conformal equivalent Berwald and locally Minkowski manifolds. The reasoning is based on the theory of harmonic vector fields on the tangent spaces as Riemannian manifolds or, in an equivalent way, as Minkowski spaces. Our main result states that the conformal equivalence between two Berwald manifolds must be trivial unless the manifolds are Riemannian.     

Curvature-orbits and locally homogeneous riemannian manifolds

We prove that it is possible to associate to each infinitesimal model on a Euclidean vector space V a locally homogeneous Riemannian manifold. As an application, we characterize, in the space of the algebraic curvature tensors on V, the orbits which can occur for locally homogeneous Riemannian manifolds.     

Über die Approximation von lokal konvexen Mengen

While convex sets in Euclidean space can easily be approximated by convex sets with C -boundary, the C -approximation of convex sets in Riemannian manifolds is a non-trivial problem. Here we prove that C-approximation is possible for a compact, locally convex set C in a Riemannian manifold if (i) C has strictly convex boundary or if (ii) the sectional curvature is positive or negative on C.The proofs are based on a detailed analysis of the distance function from C, on results from [1] and on the Greene-Wu approximation process for convex functions ([5], [6]). Finally, using similar methods, a partial tubular neighborhood with geodesic fibres is constructed for the boundary of a locally convex set. This construction is essential for some results in [2].     

Monotone and Accretive Vector Fields on Riemannian Manifolds

The relationship between monotonicity and accretivity on Riemannian manifolds is studied in this paper and both concepts are proved to be equivalent in Hadamard manifolds. As a consequence an iterative method is obtained for approximating singularities of Lipschitz continuous, strongly monotone mappings. We also establish the equivalence between the strong convexity of functions and the strong monotonicity of its subdifferentials on Riemannian manifolds. These results are then applied to solve the minimization of convex functions on Riemannian manifolds.     

On a differential equation characterizing Euclidean spheres

A characterization of Euclidean spheres out of complete Riemannian manifolds is made by certain vector fields on complete Riemannian manifolds satisfying a partial differential equation on vector fields.     

Globally Convergent Optimization Algorithms on Riemannian Manifolds: Uniform Framework for Unconstrained and Constrained Optimization

This paper proposes several globally convergent geometric optimization algorithms on Riemannian manifolds, which extend some existing geometric optimization techniques. Since any set of smooth constraints in the Euclidean space R ⁿ (corresponding to constrained optimization) and the R ⁿ space itself (corresponding to unconstrained optimization) are both special Riemannian manifolds, and since these algorithms are developed on general Riemannian manifolds, the techniques discussed in this paper provide a uniform framework for constrained and unconstrained optimization problems. Unlike some earlier works, the new algorithms have less restrictions in both convergence results and in practice. For example, global minimization in the one-dimensional search is not required. All the algorithms addressed in this paper are globally convergent. For some special Riemannian manifold other than R ⁿ , the new algorithms are very efficient. Convergence rates are obtained. Applications are discussed. This paper is based on part of the Ph.D Thesis of the author under the supervision of Professor Tits, University of Maryland, College Park, Maryland. The author is in debt to him for invaluable suggestions on earlier versions of this paper. The author is grateful to the Associate Editor and anonymous reviewers, who pointed out a number of papers that have been included in the references; they made also detailed suggestions that lead to significant improvements of the paper. Finally, the author thanks Dr. S.T. Smith for making available his Ph.D Thesis.     

KILLING VECTOR FIELDS OF CONSTANT LENGTH ON LOCALLY SYMMETRIC RIEMANNIAN MANIFOLDS

In this paper nontrivial Killing vector fields of constant length and the corresponding ows on smooth complete Riemannian manifolds are investigated. It is proved that such a ow on symmetric space is free or induced by a free isometric action of the circle S ¹. Examples of unit Killing vector fields generated by almost free but not free actions of S ¹ on locally symmetric Riemannian spaces are found; among them are homogeneous (nonsimply connected) Riemannian manifolds of constant positive sectional curvature and locally Euclidean spaces. Some unsolved questions are formulated. DOI: .     

Weighted diffeomorphism groups of Riemannian manifolds

In this paper, we define locally convex vector spaces of weighted vector fields and use them as model spaces for Lie groups of weighted diffeomorphisms on Riemannian manifolds. We prove an easy condition on the weights that ensures that these groups contain the compactly supported diffeomorphisms. We finally show that for the special case where the manifold is the euclidean space, these Lie groups coincide with the ones constructed in the author’s earlier work (Walter, 2012).     

Exit probability estimates for martingales in geodesic balls,using curvature

Summary Kallenberg and Sztencel have recently discovered exponential upper bounds, independent of dimension, on the probability that a vector martingale will exit from a ball in Euclidean space by timet. This article extends their results to martingales on Riemannian manifolds, including Brownian motion, and shows how exit probabilities depend on curvature. Using comparison with rotationally symmetric manifolds, these estimates are easily computable, and are sharp up to a constant factor in certain cases.     

Singularities of Solution Surfaces for Quasilinear First-Order Partial Differential Equations

For a closed curve in a CAT(K) space with given circumradius and upper bound on curvature, a basic lower bound on the length is established. The inequality is sharp, assumed only when the curve is the boundary of an isometric copy of a racetrack (the convex hull of two congruent circles) from a plane of constant curvature K. Previously such a theorem was proved for Euclidean plane curves by G.D.Chakerian, H.H. Johnson, and A. Vogt, and for curves in higher dimensional Euclidean spaces by A.D. Milka. A similar theorem is proved for nonclosed curves, with a notion of breadth replacing circumradius. Thus we illustrate how singular methods can extend classical Euclidean theorems to a large class of new spaces (including Riemannian manifolds of curvature bounded above) and also give significant strengthenings even in Euclidean space.     

Polar Transform of Conformally Flat Metrics

In the theory of convex subsets in a Euclidean space, an important role is played by Minkowski duality (the polar transform of a convex set, or the Legendre transform of a convex set). We consider conformally flat Riemannian metrics on the n-dimensional unit sphere and their embeddings into the isotropic cone of the Lorentz space. For a given class of metrics, we define and carry out a detailed study of the Legendre transform.     

On Riemannian manifolds foliated by (<Emphasis Type="Italic">n</Emphasis> − 1)-umbilical hypersurfaces

In this paper we define closed partially conformal vector fields and use them to give a characterization of Riemannian manifolds which admit this kind of fields as some special warped products foliated by (n − 1)-umbilical hypersurfaces. Examples are described in space forms. In particular, closed partially conformal vector fields in Euclidean spaces are associated to the most simple foliations given by hyperspheres, hyperplanes or coaxial cylinders. Finally, for manifolds admitting such vector fields, we impose conditions for a hypersurface to be (n − 1)-umbilical, or, in particular, a leaf of the corresponding foliation.     

Sobolev type inequalities on Riemannian manifolds

This paper studies Sobolev type inequalities on Riemannian manifolds. We show that on a complete non-compact Riemannian manifold the constant in the Gagliardo-Nirenberg inequality cannot be smaller than the optimal one on the Euclidean space of the same dimension. We also show that a complete non-compact manifold with asymptotically non-negative Ricci curvature admitting some Gagliardo-Nirenberg inequality is not very far from the Euclidean space.     

Proximal point algorithm with Schur decomposition on the cone of symmetric semidefinite positive matrices

In this work, we propose a proximal algorithm for unconstrained optimization on the cone of symmetric semidefinite positive matrices. It appears to be the first in the proximal class on the set of methods that convert a Symmetric Definite Positive Optimization in Nonlinear Optimization. It replaces the main iteration of the conceptual proximal point algorithm by a sequence of nonlinear programming problems on the cone of diagonal definite positive matrices that has the structure of the positive orthant of the Euclidian vector space. We are motivated by results of the classical proximal algorithm extended to Riemannian manifolds with nonpositive sectional curvature. An important example of such a manifold is the space of symmetric definite positive matrices, where the metrics is given by the Hessian of the standard barrier function −lndet(X). Observing the obvious fact that proximal algorithms do not depend on the geodesics, we apply those ideas to develop a proximal point algorithm for convex functions in this Riemannian metric.     

Ricci curvature,radial curvature and large volume growth

In this paper, we study complete noncompact Riemannian manifolds with Ricci curvature bounded from below. When the Ricci curvature is nonnegative, we show that this kind of manifolds are diffeomorphic to a Euclidean space, by assuming an upper bound on the radial curvature and a volume growth condition of their geodesic balls. When the Ricci curvature only has a lower bound, we also prove that such a manifold is diffeomorphic to a Euclidean space if the radial curvature is bounded from below. Moreover, by assuming different conditions and applying different methods, we shall prove more results on Riemannian manifolds with large volume growth.     

Sectional curvatures in nonlinear optimization

The aim of the paper is to show how to explicitly express the function of sectional curvature with the first and second derivatives of the problem’s functions in the case of submanifolds determined by equality constraints in the n-dimensional Euclidean space endowed with the induced Riemannian metric, which is followed by the formulation of the minimization problem of sectional curvature at an arbitrary point of the given submanifold as a global minimization one on a Stiefel manifold. Based on the results, the sectional curvatures of Stiefel manifolds are analysed and the maximal and minimal sectional curvatures on an ellipsoid are determined. This research was supported in part by the Hungarian Scientific Research Fund, Grant No. OTKA-T043276 and OTKA-K60480.     

Delaunay Triangulation of Manifolds

We present an algorithm for producing Delaunay triangulations of manifolds. The algorithm can accommodate abstract manifolds that are not presented as submanifolds of Euclidean space. Given a set of sample points and an atlas on a compact manifold, a manifold Delaunay complex is produced for a perturbed point set provided the transition functions are bi-Lipschitz with a constant close to 1, and the original sample points meet a local density requirement; no smoothness assumptions are required. If the transition functions are smooth, the output is a triangulation of the manifold. The output complex is naturally endowed with a piecewise-flat metric which, when the original manifold is Riemannian, is a close approximation of the original Riemannian metric. In this case the output complex is also a Delaunay triangulation of its vertices with respect to this piecewise-flat metric.     

Analytic inequalities,isoperimetric inequalities and logarithmic Sobolev inequalities

There is a simple equivalence between isoperimetric inequalities in Riemannian manifolds and certain analytic inequalities on the same manifold, more extensive than the familiar equivalence of the classical isoperimetric inequality in Euclidean space and the associated Sobolev inequality. By an isoperimetric inequality in this connection we mean any inequality involving the Riemannian volume and Riemannian surface measure of a subset α and its boundary, respectively. We exploit the equivalence to give log-Sobolev inequalities for Riemannian manifolds. Some applications to Schrödinger equations are also given.