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We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the…

Optimization and Control · Mathematics 2014-03-31 Radu Ioan Bot , Ernö Robert Csetnek , Christopher Hendrich

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint…

Optimization and Control · Mathematics 2024-06-24 R. Díaz Millán , O. P. Ferreira , J. Ugon

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

It is common in classical mechanics to encounter systems whose Hamiltonian $H$ is the sum of an often exactly integrable Hamiltonian $H_0$ and a small perturbation $\epsilon H_1$ with $\epsilon\ll1$. Such near-integrability can be exploited…

Earth and Planetary Astrophysics · Physics 2020-02-05 Hanno Rein

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 main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In…

Optimization and Control · Mathematics 2018-04-30 Le Dung Muu , Phung Minh Duc , Xuan Thanh Le

We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…

Optimization and Control · Mathematics 2014-10-07 Abdullah Alotaibi , Patrick L. Combettes , N. Shahzad

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward-backward method by integrating an inertial/momentum term alongside a…

Optimization and Control · Mathematics 2023-12-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

We provide two weakly convergent algorithms for finding a zero of the sum of a maximally monotone operator, a cocoercive operator, and the normal cone to a closed vector subspace of a real Hilbert space. The methods exploit the intrinsic…

Optimization and Control · Mathematics 2012-12-27 Luis M. Briceño-Arias

Non-differentiable and constrained optimization play a key role in machine learning, signal and image processing, communications, and beyond. For high-dimensional minimization problems involving large datasets or many unknowns, the…

Numerical Analysis · Computer Science 2016-12-30 Tom Goldstein , Christoph Studer , Richard Baraniuk

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…

Optimization and Control · Mathematics 2018-12-20 Mario Souto , Joaquim D. Garcia , Alvaro Veiga

In this paper, we propose and study several strongly convergent versions of the forward-reflected-backward splitting method of Malitsky and Tam for finding a zero of the sum of two monotone operators in a real Hilbert space. Our proposed…

Optimization and Control · Mathematics 2022-08-16 Chinedu Izuchukwu , Simeon Reich , Yekini Shehu , Adeolu Taiwo

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…

Optimization and Control · Mathematics 2009-02-26 H. Attouch , L. M. Briceno-Arias , P. L. Combettes

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

The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…

Numerical Analysis · Mathematics 2025-11-14 Changjian Xie , Cheng Wang

We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…

Optimization and Control · Mathematics 2026-03-23 Alain Bensoussan , Thien P. B. Nguyen , Minh-Binh Tran , Son N. T. Tu

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi
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