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In this paper, we introduce a new method for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. The iterative process is based on two well-known projection method and the hybrid (or…

Optimization and Control · Mathematics 2015-01-30 Yu. V. Malitsky , V. V. Semenov

We apply methods of proof mining to obtain uniform quantitative bounds on the strong convergence of the proximal point algorithm for finding minimizers of convex, lower semicontinuous proper functions in CAT(0) spaces. Thus, for uniformly…

Optimization and Control · Mathematics 2018-02-16 Laurentiu Leustean , Andrei Sipos

In a real Hilbert space $\mathcal{H}$. Given any function $f$ convex differentiable whose solution set $\argmin_{\mathcal{H}}\,f$ is nonempty, by considering the Proximal Algorithm $x_{k+1}=\text{prox}_{\b_k f}(d x_k)$, where $0<d<1$ and…

Optimization and Control · Mathematics 2023-09-26 A. C. Bagy , Z. Chbani , H. Riahi

We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show…

Analysis of PDEs · Mathematics 2016-12-28 Hayk Aleksanyan

In this chapter, we introduce the relaxed inertial proximal splitting algorithm (RIPSA) for hierarchical equilibrium problems. Using Opial-Passty's lemma, we first establish weak ergodic and weak convergence of the sequence generated by the…

Optimization and Control · Mathematics 2025-09-30 Zakaria Mazgouri , Hassan Riahi , Michel Théra

The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…

Optimization and Control · Mathematics 2017-09-05 Qin Fan , Min Xu , Yiming Ying

In this paper, we introduce a new problem called the split feasibility and fixed point equality problems (SFFPEP) and propose a new iterative algorithm for solving the problem (SFFPEP) for the class of quasi-nonexpansive mappings in Hilbert…

Functional Analysis · Mathematics 2016-10-10 L. B. Mohammed , A. Kılıçman

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

We develop an exact coordinate descent algorithm for high-dimensional regularized Huber regression. In contrast to composite gradient descent methods, our algorithm fully exploits the advantages of coordinate descent when the underlying…

Methodology · Statistics 2025-10-16 Younghoon Kim , Po-Ling Loh , Sumanta Basu

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

We present novel retrospective change point detection approach based on optimal transport and geometric discrepancy. The method does not require any parametric assumptions about distributions separated by change points. It can be used both…

Methodology · Statistics 2017-07-28 Nikita Pronko

Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.

Analysis of PDEs · Mathematics 2025-05-20 Hiroyoshi Mitake , Panrui Ni

The Promise Constraint Satisfaction Problem (PCSP for short) is a generalization of the well-studied Constraint Satisfaction Problem (CSP). The PCSP has its roots in such classic problems as the Approximate Graph Coloring and the…

Computational Complexity · Computer Science 2025-12-08 Arash Beikmohammadi , Andrei A. Bulatov

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constrained least squares, and lasso. In particular, we show in…

Computation · Statistics 2024-10-29 James Yang , Trevor Hastie

Active set method aims to find the correct active set of the optimal solution and it is a powerful method for solving strictly convex quadratic problem with bound constraints. To guarantee the finite step convergence, the existing active…

Optimization and Control · Mathematics 2024-08-12 Ran Gu , Bing Gao

The strong contraction mapping, a self-mapping that the range is always a subset of the domain, admits a unique fixed-point which can be pinned down by the iteration of the mapping. We introduce a topological non-convex optimization method…

General Mathematics · Mathematics 2019-03-25 Siwei Luo

In this article we consider a consistent convex feasibility problem in a real Hilbert space defined by a finite family of sets $C_i$. We are interested, in particular, in the case where for each $i$, $C_i=Fix (U_i)=\{z\in \mathcal H\mid…

Optimization and Control · Mathematics 2017-03-29 Victor I. Kolobov , Simeon Reich , Rafał Zalas

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko
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