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In this work we propose a new splitting technique, namely Asymmetric Forward-Backward-Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone, a cocoercive and a bounded linear operator. Classical…

Optimization and Control · Mathematics 2016-10-17 Puya Latafat , Panagiotis Patrinos

In this paper, we study inclusion problems where the involved operators may not be monotone in the classical sense. Specifically, we assume the operators to be generalized monotone, a weaker notion than classical monotonicity. This allows…

Optimization and Control · Mathematics 2025-03-12 Nam Van Tran

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 this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation…

Optimization and Control · Mathematics 2020-01-22 Janosch Rieger , Matthew K. Tam

We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…

Optimization and Control · Mathematics 2022-08-15 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a…

Optimization and Control · Mathematics 2012-11-01 B. C. Vũ

In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of…

Optimization and Control · Mathematics 2022-07-14 Francisco J. Aragón-Artacho , Yura Malitsky , Matthew K. Tam , David Torregrosa-Belén

We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algorithms for solving various classes of monotone inclusions in…

Optimization and Control · Mathematics 2012-06-29 Patrick L. Combettes , Bang C. Vũ

In this paper, we propose an inertial forward backward splitting algorithm to compute a zero of the sum of two monotone operators, with one of the two operators being co-coercive. The algorithm is inspired by the accelerated gradient method…

Computer Vision and Pattern Recognition · Computer Science 2014-09-15 Dirk A. Lorenz , Thomas Pock

This article introduces a novel approach to learning monotone neural networks through a newly defined penalization loss. The proposed method is particularly effective in solving classes of variational problems, specifically monotone…

Optimization and Control · Mathematics 2025-03-07 Younes Belkouchi , Jean-Christophe Pesquet , Audrey Repetti , Hugues Talbot

This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their…

Optimization and Control · Mathematics 2014-02-11 Hugo Raguet , Jalal Fadili , Gabriel Peyré

In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…

Optimization and Control · Mathematics 2015-05-20 Bang Cong Vũ

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

The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks. A central challenge in this setting is backpropagation through the solution of an…

Machine Learning · Computer Science 2024-01-01 James Kotary , Jacob Christopher , My H Dinh , Ferdinando Fioretto

In this article, we propose a splitting algorithm to find zeros of the sum of four maximally monotone operators in real Hilbert spaces. In particular, we consider a Lipschitzian operator, a cocoercive operator, and a linear composite term.…

Optimization and Control · Mathematics 2024-09-27 Fernando Roldán

In this paper, we propose a reflected forward-backward splitting algorithic framework for finding a zero of the sum of finitely many monotone op-erators, including maximally monotone operators, cocoercive operators, and monotone and…

Optimization and Control · Mathematics 2026-05-19 Haowen Zheng , Yongyu Fu , Qiao-Li Dong , Shuangbao Li

In this paper, we propose an improved iterative method for solving the monotone inclusion problem in the form of $0 \in Ax + Dx + N_{C}(x)$ in real Hilbert space, where $A$ is a maximally monotone operator, $D$ and $B$ are monotone and…

Optimization and Control · Mathematics 2023-06-30 Buris Tongnoi

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

In this work, we present a methodology for devising forward-backward methods for finding zeros in the sum of a finite number of maximally monotone operators. We extend the framework and techniques from [SIAM J. Optim., 34 (2024), pp.…

Optimization and Control · Mathematics 2024-06-06 Francisco J. Aragón-Artacho , Rubén Campoy , César López-Pastor

The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks. A central challenge in this setting is backpropagation through the solution of an…

Machine Learning · Computer Science 2023-09-06 James Kotary , My H. Dinh , Ferdinando Fioretto