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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 propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…

Optimization and Control · Mathematics 2024-08-28 Yu Gao , Xiaochuan Pan , Chong Chen

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

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

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

We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…

Optimization and Control · Mathematics 2013-03-13 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide…

Optimization and Control · Mathematics 2014-06-23 Patrick L. Combettes , Laurent Condat , Jean-Christophe Pesquet , Bang Cong Vu

In this paper, we consider solving a class of convex optimization problem which minimizes the sum of three convex functions $f(x)+g(x)+h(Bx)$, where $f(x)$ is differentiable with a Lipschitz continuous gradient, $g(x)$ and $h(x)$ have a…

Optimization and Control · Mathematics 2019-04-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

Optimization and Control · Mathematics 2022-07-27 Adil Salim , Laurent Condat , Konstantin Mishchenko , Peter Richtárik

Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…

Optimization and Control · Mathematics 2019-09-11 Patrick L. Combettes , Lilian E. Glaudin

Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

Optimization and Control · Mathematics 2023-03-08 Laurent Condat , Peter Richtárik

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

Optimization and Control · Mathematics 2016-01-01 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7].…

Optimization and Control · Mathematics 2012-11-09 Radu Ioan Bot , Christopher Hendrich

We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…

Optimization and Control · Mathematics 2018-04-18 Ewa M. Bednarczuk , Anna Jezierska , Krzysztof E. Rutkowski

We consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators,…

Optimization and Control · Mathematics 2016-04-18 Meng Wen , Yu-Chao Tang , Jigen Peng

In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…

Optimization and Control · Mathematics 2026-05-14 Minh N. Dao , Hung M. Phan , Matthew K. Tam , Thang D. Truong

In this work, we study resolvent splitting algorithms for solving composite monotone inclusion problems. The objective of these general problems is finding a zero in the sum of maximally monotone operators composed with linear operators.…

Optimization and Control · Mathematics 2022-02-22 Francisco J. Aragón-Artacho , Radu I. Boţ , David Torregrosa-Belén

In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…

Optimization and Control · Mathematics 2016-01-13 Jose Yunier Bello Cruz

In this paper we provide an algorithm for solving constrained composite primal-dual monotone inclusions, i.e., monotone inclusions in which a priori information on primal-dual solutions is represented via closed convex sets. The proposed…

Optimization and Control · Mathematics 2018-05-31 Luis Briceño-Arias , Sergio López Rivera
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