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In this chapter, we introduce the relaxed inertial proximal splitting algorithm (RIPSA) for hierarchical equilibrium problems. Using Opial-Passty's lemma, we first establish weak ergodic and weak convergence of the sequence generated by the…

Optimization and Control · Mathematics 2025-09-30 Zakaria Mazgouri , Hassan Riahi , Michel Théra

We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,$$ where $A(t):V\to V'$ is a nonlinear, monotone, coercive…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

We give an iteration scheme for finding zeros of maximal monotone operators in Hilbert spaces. We assume that the operator is defined in the whole space. The iterates converge strongly to a solution if there exists any, otherwise they tend…

Functional Analysis · Mathematics 2021-12-30 Olavi Nevanlinna

This paper studies a class of monotone inclusion problems in a real Hilbert space involving the sum of three operators, where two are maximal monotone and the third is cocoercive. The Davis--Yin three-operator splitting method extends the…

Optimization and Control · Mathematics 2026-05-14 Maoran Wang , Zijun Xia , Xingju Cai

In a Hilbert framework, we introduce continuous and discrete dynamical systems which aim at solving inclusions governed by structured monotone operators $A=\partial\Phi+B$, where $\partial\Phi$ is the subdifferential of a convex lower…

Optimization and Control · Mathematics 2014-03-26 Boushra Abbas , Hedy Attouch

In this article, we study the convergence of algorithms for solving monotone inclusions in the presence of adjoint mismatch. The adjoint mismatch arises when the adjoint of a linear operator is replaced by an approximation, due to…

Optimization and Control · Mathematics 2023-11-10 Emilie Chouzenoux , Jean-Christophe Pesquet , Fernando Roldán

In this paper, under the monotonicity of pairs of operators, we propose some Generalized Proximal Point Algorithms to solve non-monotone inclusions using warped resolvents and transformed resolvents. The weak, strong, and linear convergence…

Optimization and Control · Mathematics 2025-01-24 Ba Khiet Le , Minh N. Dao , Michel Théra

We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the nonempty set of zeros of…

Optimization and Control · Mathematics 2018-07-31 Nimit Nimana , Narin Petrot

A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…

Optimization and Control · Mathematics 2009-11-13 Patrick L. Combettes , Jean-Christophe Pesquet

The aim of this paper is to study the weak convergence analysis of sequence of iterates generated by a three-operator splitting method of Davis and Yin incorporated with two-step inertial extrapolation for solving monotone inclusion problem…

Optimization and Control · Mathematics 2024-10-03 Olaniyi S. Iyiola , Lateef O. Jolaoso , Yekini Shehu

The three-operators splitting algorithm is a popular operator splitting method for finding the zeros of the sum of three maximally monotone operators, with one of which is cocoercive operator. In this paper, we propose a class of inertial…

Optimization and Control · Mathematics 2019-08-30 Fuying Cui , Yuchao Tang , Yang Yang

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Optimization and Control · Mathematics 2016-12-08 Ganzhao Yuan , Wei-Shi Zheng , Bernard Ghanem

The split common fixed-point problem is an inverse problem that consists in finding an element in a fixed-point set such that its image under a bounded linear operator belongs to another fixed-point set. Recently Censor and Segal proposed…

Optimization and Control · Mathematics 2014-11-03 Huanhuan Cui , Fenghui Wang

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that resolvents of the operators are available, this problem can be tackled with the Douglas-Rachford…

Optimization and Control · Mathematics 2021-09-24 Heinz H. Bauschke , Shambhavi Singh , Xianfu Wang

The Douglas-Rachford algorithm is a classical and powerful splitting method for minimizing the sum of two convex functions and, more generally, finding a zero of the sum of two maximally monotone operators. Although this algorithm is well…

Optimization and Control · Mathematics 2020-04-14 Minh N. Dao , Hung M. Phan

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…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

In this article, we present an extension of the splitting algorithm proposed in [22] to networks of conservation laws with piecewise linear discontinuous flux functions in the unknown. We start with the discussion of a suitable Riemann…

Numerical Analysis · Mathematics 2022-09-08 Jan Friedrich , Simone Göttlich , Annika Uphoff

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

In this paper, we introduce a novel semidefinite programming framework for designing custom frugal resolvent splitting algorithms which find a zero in the sum of n monotone operators. This framework features a number of design choices which…

Optimization and Control · Mathematics 2024-09-04 Robert L Bassett , Peter Barkley

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein
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