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We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic $O(1/n)$ convergence rate of our proposed algorithm in…

Optimization and Control · Mathematics 2022-07-21 Olaniyi S. Iyiola , Yekini Shehu

A Tikhonov regularized inertial primal\mbox{-}dual dynamical system with time scaling and vanishing damping is proposed for solving a linearly constrained convex optimization problem in Hilbert spaces. The system under consideration…

Optimization and Control · Mathematics 2024-04-24 Ting-Ting Zhu , Rong Hu , Ya-Ping Fang

We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing…

Optimization and Control · Mathematics 2020-08-31 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is…

Optimization and Control · Mathematics 2024-04-24 Robert Ernö Csetnek , Mikhail A. Karapetyants

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

Optimization and Control · Mathematics 2013-06-25 Marc Lassonde , Ludovic Nagesseur

The Nonlinear Forward-Backward (NFB) algorithm, also known as warped resolvent iterations, is a splitting method for finding zeros of sums of monotone operators. In particular cases, NFB reduces to well-known algorithms such as…

Optimization and Control · Mathematics 2025-12-03 Juan José Maulén , Fernando Roldán , Cristian Vega

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

Optimization and Control · Mathematics 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap

In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…

Optimization and Control · Mathematics 2024-04-30 Radu Ioan Bot , Chiara Schindler

In this paper, we introduce, in a Hilbert space setting, a second order dynamical system with asymptotically vanishing damping and vanishing Tikhonov regularization that approaches a multiobjective optimization problem with convex and…

Optimization and Control · Mathematics 2025-06-30 Radu Ioan Bot , Konstantin Sonntag

In this paper we aim to minimize the sum of two nonsmooth (possibly also nonconvex) functions in separate variables connected by a smooth coupling function. To tackle this problem we chose a continuous forward-backward approach and…

Optimization and Control · Mathematics 2020-01-29 Radu Ioan Bot , Laura Kanzler

Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…

Optimization and Control · Mathematics 2024-10-11 Aayushya Agarwal , Larry Pileggi , Ronald Rohrer

We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…

Optimization and Control · Mathematics 2024-01-11 Vu Cong Bang , Dimitri Papadimitriou , Vu Xuan Nham

This paper deals with a second-order primal-dual dynamical system with Hessian-driven damping and Tikhonov regularization terms in connection with a convex-concave bilinear saddle point problem. We first obtain a fast convergence rate of…

Optimization and Control · Mathematics 2026-02-27 Xiangkai Sun , Liang He , Xianjun Long

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

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…

Optimization and Control · Mathematics 2024-12-04 Fernando Roldán , Cristian Vega

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

In a Hilbert space $\mathcal H$, we study the asymptotic behaviour, as time variable $t$ goes to $+\infty$, of nonautonomous gradient-like dynamical systems involving inertia and multiscale features. Given $\mathcal H$ a general Hilbert…

Optimization and Control · Mathematics 2016-02-02 Hedy Attouch , Marc-Olivier Czarnecki

We study differentiable strongly quasiconvex functions for providing new properties for algorithmic and monotonicity purposes. Furthemore, we provide insights into the decreasing behaviour of strongly quasiconvex functions, applying this…

Optimization and Control · Mathematics 2024-10-07 Felipe Lara , Raúl T. Marcavillaca , Phan T. Vuong

This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…

Optimization and Control · Mathematics 2026-02-27 Zeying Gao , Xiangkai Sun , Liang He