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In this paper, we consider a class of Forward--Backward (FB) splitting methods that includes several variants (e.g. inertial schemes, FISTA) for minimizing the sum of two proper convex and lower semi-continuous functions, one of which has a…

Optimization and Control · Mathematics 2018-01-04 Jingwei Liang , Jalal Fadili , Gabriel Peyré

In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable convex function whose gradient satisfies a locally…

Optimization and Control · Mathematics 2023-06-29 Luis M. Briceno-Arias , Francisco José Silva , Xianjin Yang

In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a…

Optimization and Control · Mathematics 2016-10-28 Jingwei Liang , Jalal Fadili , Gabriel Peyré

In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of…

Optimization and Control · Mathematics 2018-01-10 Jingwei Liang , Jalal Fadili , Gabriel Peyré

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

Functional Analysis · Mathematics 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their…

Optimization and Control · Mathematics 2014-02-11 Hugo Raguet , Jalal Fadili , Gabriel Peyré

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…

Optimization and Control · Mathematics 2024-06-24 Ewa Bednarczuk , Giovanni Bruccola , Gabriele Scrivanti , The Hung Tran

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Optimization and Control · Mathematics 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

In this paper, by using tools of second-order variational analysis, we study the popular forward-backward splitting method with Beck-Teboulle's line-search for solving convex optimization problem where the objective function can be split…

Optimization and Control · Mathematics 2018-06-19 Yunier Bello-Cruz , G. Li , T. T. A. Nghia

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…

Numerical Analysis · Mathematics 2009-11-13 Kristian Bredies

Convex optimization has become ubiquitous in most quantitative disciplines of science, including variational image processing. Proximal splitting algorithms are becoming popular to solve such structured convex optimization problems. Within…

Optimization and Control · Mathematics 2015-08-03 Jingwei Liang , Jalal Fadili , Gabriel Peyré , Russell Luke

In this paper, we propose an adaptive forward-backward-forward splitting algorithm for finding a zero of a pseudo-monotone operator which is split as a sum of three operators: the first is continuous single-valued, the second is…

Optimization and Control · Mathematics 2025-03-04 Flavia Chorobura , Ion Necoara , Jean-Christophe Pesquet

A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

Optimization and Control · Mathematics 2017-01-24 Patrick R. Johnstone , Pierre Moulin

Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…

Optimization and Control · Mathematics 2018-01-04 Cesare Molinari , Jingwei Liang , Jalal Fadili

In this paper we focus on the convergence analysis of the forward-backward splitting method for solving nonsmooth optimization problems in Hilbert spaces when the objective function is the sum of two convex functions. Assuming that one of…

Optimization and Control · Mathematics 2016-10-17 J. Y. Bello Cruz , T. T. A. Nghia

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

Optimization and Control · Mathematics 2025-04-29 Keita Kume , Isao Yamada

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz
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