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In this paper, we propose a variable metric version of Tseng's algorithm (the forward-backward-forward algorithm: FBF) combined with extrapolation from the past that includes error terms for finding a zero of the sum of a maximally monotone…

Optimization and Control · Mathematics 2022-07-25 Buris Tongnoi

This paper presents a modified general viscosity iterative process designed to solve variational inclusion and fixed point problems involving multi-valued quasi-nonexpansive and demi-contractive operators. The modified iterative process…

Optimization and Control · Mathematics 2025-01-14 Furmose Mendy , John T Mendy

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

Optimization and Control · Mathematics 2019-11-12 Daniel Reem , Simeon Reich , Alvaro De Pierro

In this paper, we are concerned with a worst-case complexity analysis of a-posteriori algorithms for unconstrained multiobjective optimization. Specifically, we propose an algorithmic framework that generates sets of points by means of…

Optimization and Control · Mathematics 2025-06-16 Andrea Cristofari , Marianna De Santis , Stefano Lucidi , Giampaolo Liuzzi

We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…

Optimization and Control · Mathematics 2015-03-13 Donald Goldfarb , Shiqian Ma

In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…

Optimization and Control · Mathematics 2015-04-23 Sebastian Banert , Radu Ioan Bot

We extend the Malitsky-Tam forward-reflected-backward (FRB) splitting method for inclusion problems of monotone operators to nonconvex minimization problems. By assuming the generalized concave Kurdyka-{\L}ojasiewicz (KL) property of a…

Optimization and Control · Mathematics 2021-11-18 Xianfu Wang , Ziyuan Wang

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

This work is devoted to establish the strong convergence results of an iterative algorithm generated by the shrinking projection method in Hilbert spaces. The proposed approximation sequence is used to find a common element in the set of…

Functional Analysis · Mathematics 2018-03-07 Abdul Ghaffar , Zafar Ullah , Muhammad Aqeel Ahmad Khan , Faisal Mumtaz

Goldstein's 1977 idealized iteration for minimizing a Lipschitz objective fixes a distance - the step size - and relies on a certain approximate subgradient. That "Goldstein subgradient" is the shortest convex combination of objective…

Optimization and Control · Mathematics 2024-05-22 Siyu Kong , Adrian S. Lewis

Given a graphical model (GM), computing its partition function is the most essential inference task, but it is computationally intractable in general. To address the issue, iterative approximation algorithms exploring certain local…

Machine Learning · Computer Science 2019-05-15 Sejun Park , Eunho Yang , Se-Young Yun , Jinwoo Shin

In this paper, we present a global complexity analysis of the classical BFGS method with inexact line search, as applied to minimizing a strongly convex function with Lipschitz continuous gradient and Hessian. We consider a variety of…

Optimization and Control · Mathematics 2024-04-24 Anton Rodomanov

We examine convergence properties of continuous-time variants of accelerated Forward-Backward (FB) and Douglas-Rachford (DR) splitting algorithms for nonsmooth composite optimization problems. When the objective function is given by the sum…

Optimization and Control · Mathematics 2024-11-26 Ibrahim K. Ozaslan , Mihailo R. Jovanović

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

Numerical Analysis · Mathematics 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

In this work, we present a methodology for devising forward-backward methods for finding zeros in the sum of a finite number of maximally monotone operators. We extend the framework and techniques from [SIAM J. Optim., 34 (2024), pp.…

Optimization and Control · Mathematics 2024-06-06 Francisco J. Aragón-Artacho , Rubén Campoy , César López-Pastor

We study the complexity of estimating the partition function $\mathsf{Z}(\beta)=\sum_{x\in\chi} e^{-\beta H(x)}$ for a Gibbs distribution characterized by the Hamiltonian $H(x)$. We provide a simple and natural lower bound for quantum…

Quantum Physics · Physics 2024-04-10 Zherui Chen , Giacomo Nannicini

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

Numerical Analysis · Mathematics 2021-11-18 Noe Caruso , Alessandro Michelangeli

We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…

Optimization and Control · Mathematics 2015-07-28 Quoc Tran-Dinh , Bang Cong Vu

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä