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In this paper we provide a splitting algorithm for solving coupled monotone inclusions in a real Hilbert space involving the sum of a normal cone to a vector subspace, a maximally monotone, a monotone-Lipschitzian, and a cocoercive…

Optimization and Control · Mathematics 2022-02-08 Luis M. Briceño-Arias , Jinjian Chen , Fernando Roldán , Yuchao Tang

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

In this paper, we propose and analyze a two-point gradient method for solving inverse problems in Banach spaces which is based on the Landweber iteration and an extrapolation strategy. The method allows to use non-smooth penalty terms,…

Numerical Analysis · Mathematics 2018-12-31 Min Zhong , Wei Wang , Qinian Jin

We revisit the geometrically decaying step size given a positive inverse condition number, under which a locally Lipschitz function shows linear convergence. The positivity does not require the function to satisfy convexity, weak convexity,…

Optimization and Control · Mathematics 2025-12-04 Jihun Kim

The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…

Analysis of PDEs · Mathematics 2015-10-28 S Mischler , C Mouhot

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…

Optimization and Control · Mathematics 2023-01-18 Bowen Li , Bin Shi , Ya-xiang Yuan

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

Optimization and Control · Mathematics 2019-12-20 Saman Khoramian

The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…

Optimization and Control · Mathematics 2024-11-01 Xiao Li , Lei Zhao , Daoli Zhu , Anthony Man-Cho So

The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional…

Optimization and Control · Mathematics 2018-10-30 Yong Xia , Longfei Wang , Meijia Yang

The sum of ratios problem has a variety of important applications in economics and management science, but it is difficult to globally solve this problem. In this paper, we consider the minimization problem of a sum of a number of…

Optimization and Control · Mathematics 2019-10-25 Yaohua Hu , Carisa Kwok Wai Yu , Xiaoqi Yang

Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…

Numerical Analysis · Mathematics 2023-05-17 Qinian Jin , Xiliang Lu , Liuying Zhang

Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…

Optimization and Control · Mathematics 2016-05-12 Miroslav Bacak

We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…

Machine Learning · Computer Science 2014-10-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

We study the global convergence of the gradient descent method of the minimization of strictly convex functionals on an open and bounded set of a Hilbert space. Such results are unknown for this type of sets, unlike the case of the entire…

Numerical Analysis · Mathematics 2022-04-08 Thuy T. Le , Loc. H. Nguyen

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Optimization and Control · Mathematics 2024-12-04 Nitesh Kumar Singh , Ion Necoara

Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails substantial memory requirements and computational efforts. In…

Optimization and Control · Mathematics 2025-04-16 Pedro Pérez-Aros , David Torregrosa-Belén

In this paper, we propose and study several strongly convergent versions of the forward-reflected-backward splitting method of Malitsky and Tam for finding a zero of the sum of two monotone operators in a real Hilbert space. Our proposed…

Optimization and Control · Mathematics 2022-08-16 Chinedu Izuchukwu , Simeon Reich , Yekini Shehu , Adeolu Taiwo

In this work, we investigate a stochastic gradient descent method for solving inverse problems that can be written as systems of linear or nonlinear ill-posed equations in Banach spaces. The method uses only a randomly selected equation at…

Numerical Analysis · Mathematics 2024-09-10 Ruixue Gu , Zhenwu Fu , Bo Han , Hongsun Fu