Related papers: Parallel extragradient-proximal methods for split …
In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…
We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…
We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…
We propose a primal-dual parallel proximal splitting method for solving domain decomposition problems for partial differential equations. The problem is formulated via minimization of energy functions on the subdomains with coupling…
Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…
In this paper we consider solving saddle point problems using two variants of Gradient Descent-Ascent algorithms, Extra-gradient (EG) and Optimistic Gradient Descent Ascent (OGDA) methods. We show that both of these algorithms admit a…
Some numerical algorithms for elliptic eigenvalue problems are proposed, analyzed, and numerically tested. The methods combine advantages of the two-grid algorithm, two-space method, the shifted inverse power method, and the polynomial…
The goal of this paper is to present two algorithms for solving systems of inclusion problems, with all component of the systems being a sum of two maximal monotone operators. The algorithms are variants of the forward-backward splitting…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…
We propose a splitting method for solving an equilibrium problem involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of two appropriate maximally monotone operators.…
In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…
Aussel et al. (J Optim Theory Appl 170 818-837 2016) introduced the concept of projected solutions for the quasi-variational inequalities with a non-self constraint map, that is, the case where the constraint map may take values outside the…
Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…
We consider the extragradient method to minimize the sum of two functions, the first one being smooth and the second being convex. Under the Kurdyka-Lojasiewicz assumption, we prove that the sequence produced by the extragradient method…