Related papers: Attouch-Th\'era duality revisited: paramonotonicit…
This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general…
In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…
Fitzpatrick's variational representation of maximal monotone operators is here extended to a class of pseudo-monotone operators in Banach spaces. On this basis, the initial-value problem associated with the first-order flow of such an…
We present some recent advances in the productive and symbiotic interplay between general potential theories (subharmonic functions associated to closed subsets $\mathcal{F} \subset \mathcal{J}^2(X)$ of the 2-jets on $X \subset…
This paper introduces a new definition of $\alpha$-monotone operators in real 2-uniformly convex and smooth Banach spaces. Based on this new definition, we establish several novel structural and analytical properties of such operators,…
We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…
Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…
We propose a method of obtaining a posteriori estimates which does not use the duality theory and which applies to variational inequalities with monotone operators, without assuming the potentiality of operators. The effectiveness of the…
The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…
Let $\mathcal{M}\subset B(\mathcal{H})$ be a semifinite von Neumann algebra, where $B(\mathcal{H})$ denotes the algebra of all bounded linear operators on a Hilbert space $\mathcal{H}$, and let $\tau$ be a fixed faithful normal semifinite…
In this work, we develop a variant of a bundle method in order to find a zero of a maximal monotone operator. This algorithm relies on two polyhedral approximations of the epsilon-enlargement of the considered operator, via a systematic use…
We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…
We introduce a notion of $k$th order stochastic monotonicity and duality that allows one to unify the notion used in insurance mathematics (sometimes refereed to as Siegmund's duality) for the study of ruin probability and the duality…
We study the well-known minimum-energy control of the double integrator, along with the simultaneous minimization of the total variation in the control variable. We derive the optimality conditions and obtain the unique optimal solution to…
We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…
We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…
In this paper we study shorted operators relative to two different subspaces, for bounded operators on infinite dimensional Hilbert spaces. We define two notions of complementability in the sense of Ando for operators, and study the…
Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a monotone continuous operator by evaluating the latter twice per iteration. In this paper, we modify Tseng's algorithm for finding a zero of the sum of three…