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The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

Optimization and Control · Mathematics 2018-07-12 Lilian E. Glaudin

We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…

Optimization and Control · Mathematics 2026-01-23 D. Russell Luke , Johannes-Carl Schnebel , Mathias Staudigl , Juan Peypouquet , Siqi Qu

We introduce a relaxed inertial forward-backward-forward (RIFBF) splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitz continuous operator. This work aims…

Optimization and Control · Mathematics 2020-03-24 Radu Ioan Bot , Michael Sedlmayer , Phan Tu Vuong

Logistic regression is a well-known statistical model which is commonly used in the situation where the output is a binary random variable. It has a wide range of applications including machine learning, public health, social sciences,…

Statistics Theory · Mathematics 2019-04-18 Bernard Bercu , Antoine Godichon-Baggioni , Bruno Portier

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

Optimization and Control · Mathematics 2018-04-17 Patrick L. Combettes , Jean-Christophe Pesquet

Let $U$ be a Morse function on a compact connected $m$-dimensional Riemannian manifold, $m \geq 2,$ satisfying $\min U=0$ and let $\mathcal{U} = \{x \in M \: : U(x) = 0\}$ be the set of global minimizers. Consider the stochastic algorithm…

Probability · Mathematics 2024-01-24 Michel Benaïm , Laurent Miclo

Direct design of a robot's rendered dynamics, such as in impedance control, is now a well-established control mode in uncertain environments. When the physical interaction port variables are not measured directly, dynamic and kinematic…

Robotics · Computer Science 2024-12-20 Kevin Haninger , Masayoshi Tomizuka

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

Optimization and Control · Mathematics 2017-11-29 Regina S. Burachik , R. Díaz Millán

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…

Logic · Mathematics 2015-08-25 Ulrick Kohlenbach , Laurentiu Leustean , Adriana Nicolae

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…

Optimization and Control · Mathematics 2016-02-26 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

We present a family of distributed forward-backward methods with variable stepsizes to find a solution of structured monotone inclusion problems. The framework is constructed by means of relocated fixed-point iterations, extending the…

Optimization and Control · Mathematics 2026-01-23 Felipe Atenas , Minh N. Dao , Matthew K. Tam

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed. Each inclusion in the primal system features compositions with…

Optimization and Control · Mathematics 2013-02-14 Patrick L. Combettes

The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…

Dynamical Systems · Mathematics 2022-12-09 Sylvia Novo , Rafael Obaya , Ana M. Sanz , Victor M. Villarragut

The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on the dynamic system theory (chain-recurrence) and the differential geometry (Yomdin theorem and…

Statistics Theory · Mathematics 2017-09-04 Vladislav B. Tadic , Arnaud Doucet

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

Disordered Systems and Neural Networks · Physics 2025-01-28 Fernando L. Metz

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

We study the asymptotic behavior of the sequence $\{\Omega(n) \}_{ n \in \mathbb{N} }$ from a dynamical point of view, where $\Omega(n)$ denotes the number of prime factors of $n$ counted with multiplicity. First, we show that for any…

Dynamical Systems · Mathematics 2021-09-21 Kaitlyn Loyd
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