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This paper is about line search for the generalized alternating projections (GAP) method. This method is a generalization of the von Neumann alternating projections method, where instead of performing alternating projections, relaxed…

Optimization and Control · Mathematics 2016-09-21 Mattias Fält , Pontus Giselsson

The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas:…

Optimization and Control · Mathematics 2014-07-17 C. H. Jeffrey Pang

Solving large-scale systems of nonlinear equations/inequalities is a fundamental problem in computing and optimization. In this paper, we propose a generic successive projection (SP) framework for this problem. The SP sequentially projects…

Numerical Analysis · Mathematics 2020-12-15 Wen-Jun Zeng , Jieping Ye

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

Optimization and Control · Mathematics 2017-11-29 Regina S. Burachik , R. Díaz Millán

In this paper, we generalize the classical extragradient algorithm for solving variational inequality problems by utilizing nonzero normal vectors of the feasible set. In particular, conceptual algorithms are proposed with two different…

Optimization and Control · Mathematics 2019-02-25 J. Y. Bello Cruz , R. Díaz Millán , Hung M. Phan

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

Numerical Analysis · Mathematics 2024-02-14 Malena I. Español , Gabriela Jeronimo

In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…

Optimization and Control · Mathematics 2016-03-08 Dang Van Hieu

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

Functional Analysis · Mathematics 2014-08-19 Kaleem Raza Kazmi

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

Optimization and Control · Mathematics 2023-12-08 Zeinab Alizadeh , Felipe Parra Polanco , Afrooz Jalilzadeh

In this paper we propose a subgradient algorithm for solving the equilibrium problem where the bifunction may be quasiconvex with respect to the second variable. The convergence of the algorithm is investigated. A numerical example for a…

Optimization and Control · Mathematics 2019-11-04 Le Hai Yen , Le Dung Muu

In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system…

Optimization and Control · Mathematics 2014-09-10 J. Y. Bello Cruz , L. R. Lucambio Perez , G. Bouza Allende

In this paper, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all…

Optimization and Control · Mathematics 2022-10-21 Kunal Garg , Mayank Baranwal , Rohit Gupta , Mouhacine Benosman

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

In this paper, we introduce a new iterative method to find a common solution of a generalized mixed equilibrium problem, a variational inequality problem and a hierarchical fixed point problem for a demicontinuous nearly nonexpansive…

Functional Analysis · Mathematics 2014-09-17 Ibrahim Karahan

We propose \textbf{NewVEM}, a Newton vertex exchange method for efficiently solving self-concordant minimization problems under generalized simplex constraints. The algorithm features a two-level structure: the outer loop employs a…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Kim-Chuan Toh , Haizhao Yang

Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance…

Optimization and Control · Mathematics 2012-09-27 Shiqian Ma , Lingzhou Xue , Hui Zou

We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…

Analysis of PDEs · Mathematics 2023-11-22 Mark Craddock , Martino Grasselli , Andrea Mazzoran

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

Optimization and Control · Mathematics 2018-12-14 Quoc Tran-Dinh , Liang Ling , Kim-Chuan Toh

In the present paper we introduce a Virtual Element Method (VEM) for the approximate solution of general linear second order elliptic problems in mixed form, allowing for variable coefficients. We derive a theoretical convergence analysis…

Numerical Analysis · Mathematics 2015-06-25 L. Beirao da Veiga , F. Brezzi , L. D. Marini , A. Russo

This paper considers a variational inequality (VI) problem arising from a game among multiple agents, where each agent aims to minimize its own cost function subject to its constrained set represented as the intersection of a (possibly…

Optimization and Control · Mathematics 2024-09-13 Abhishek Chakraborty , Angelia Nedić