Related papers: A projection algorithm for non-monotone variationa…
We investigate convergence of alternating Bregman projections between non-convex sets and prove convergence to a point in the intersection, or to points realizing a gap between the two sets. The speed of convergence is generally sub-linear,…
Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio in aGRAAL, the convergence speed…
We advance a variational method to prove qualitative properties such as symmetries, monotonicity, upper and lower bounds, sign properties, and comparison principles for a large class of doubly-nonlinear evolutionary problems including…
In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for…
In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is sufficient for linear convergence to a zero of a maximal…
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…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
In this paper, we study the convergence properties of an iterative algorithm for fast nonlinear model predictive control of quasi-linear parameter-varying systems without inequality constraints. Compared to previous works considering this…
Variational inequalities offer a versatile and straightforward approach to analyzing a broad range of equilibrium problems in both theoretical and practical fields. In this paper, we consider a composite generally non-monotone variational…
Averaging certain class of quasiperiodic monotone operators can be simplified to the periodic homogenization setting by mapping the original quasiperiodic structure onto a periodic structure in a higher dimensional space using cut-and…
In this paper we study the mapping properties of the averaging operator over a variety given by a system of homogeneous equations over a finite field. We obtain optimal results on the averaging problems over two dimensional varieties whose…
Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…
This paper studies the behavior of the extragradient algorithm [Korpelevich, 1976] when applied to hypomonotone operators, a class of problems that extends beyond the classical monotone setting. To support the understanding of this…
In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic…
The concept of nonlinear split ordered variational inequality problems on partially ordered vector spaces is a natural extension of linear split vector variational inequality problems on Banach spaces. The results about nonlinear split…
We propose an inertial variant of the strongly convergent inexact proximal-point (PP) method of Solodov and Svaiter (2000) for monotone inclusions. We prove strong convergence of our main algorithm under less restrictive assumptions on the…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is…