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This work is concerned with the classical problem of finding a zero of a sum of maximal monotone operators. For the projective splitting framework recently proposed by Combettes and Eckstein, we show how to replace the fundamental…
We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…
In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of…
In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…
Monotone inclusions involving the sum of three maximally monotone operators or more have received much attention in recent years. In this paper, we propose three splitting algorithms for finding a zero of the sum of four monotone operators,…
We shed light on the structure of the "three-operator" version of the forward-Douglas--Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the…
We study stochastic monotone inclusion problems, which widely appear in machine learning applications, including robust regression and adversarial learning. We propose novel variants of stochastic Halpern iteration with recursive variance…
In a Hilbert setting, we introduce a new dynamical system and associated algorithms for solving monotone inclusions by rapid methods. Given a maximal monotone operator $A$, the evolution is governed by the time dependent operator $I -(I +…
We introduce a forward-backward-forward (FBF) algorithm for solving bilevel equilibrium problem associated with bifunctions on a real Hilbert space. This modifies the forward-backward algorithm by relaxing cocoercivity with monotone and…
We propose and analyze a new dynamical system with a closed-loop control law in a Hilbert space $\mathcal{H}$, aiming to shed light on the acceleration phenomenon for \textit{monotone inclusion} problems, which unifies a broad class of…
The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this paper we explore the behaviour of the algorithm when the inclusion problem has no solution. We…
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…
We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundational result by Ryu, we fully characterize all methods that…
The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…
We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…
Consider the problem of finding a zero of a finite sum of maximally monotone operators, where some operators are Lipschitz continuous and the rest are potentially set-valued. We propose a forward-backward-type algorithm for this problem…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
In this article, we study inertial algorithms for numerically solving monotone inclusions involving the sum of a maximally monotone and a cocoercive operator. In particular, we analyze the convergence of inertial and relaxed versions of the…
We propose a novel dynamically weighted inertial forward-backward algorithm (DWIFOB) for solving structured monotone inclusion problems. The scheme exploits the globally convergent forward-backward algorithm with deviations in [26] as the…
We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…