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Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

We analyze convergence of the Levenberg-Marquardt method for solving nonlinear inverse problems in Hilbert spaces. Specifically, we establish local convergence and convergence rates for a class of inverse problems that satisfy H\"{o}lder…

Functional Analysis · Mathematics 2025-01-16 Akari Ishida , Sei Nagayasu , Gen Nakamura

This work develops a convergence theory for H(div)-conforming finite element methods applied to the steady Oseen problem, focusing on cases where the exact finite element complex holds while the commuting diagram property may fail. The…

Numerical Analysis · Mathematics 2025-12-01 Jin Zhang , Xiaowei Liu

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

In this paper, we consider stochastic homogenization of elliptic equations with unbounded and non-uniformly elliptic coefficients. Extending subadditive arguments, we get an estimate for the rate of the convergence of the solution of the…

Probability · Mathematics 2023-02-03 Tomohiro Aya

The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this paper, we investigate the inexact variants of the scheme in…

Optimization and Control · Mathematics 2025-05-28 Ling Liang , Zusen Xu , Kim-Chuan Toh , Jia-Jie Zhu

We consider centralized and distributed mirror descent algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possibly nonsmooth function when the step sizes are square…

Optimization and Control · Mathematics 2018-05-07 Thinh T. Doan , Subhonmesh Bose , D. Hoa Nguyen , Carolyn L. Beck

This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…

Optimization and Control · Mathematics 2025-05-08 Lkhamsuren Altangerel

We prove weak and strong convergence theorems for a double Krasnoselskij type iterative method to approximate coupled solutions of a bivariate nonexpansive operator F : C x C --> C, where C is a nonempty closed and convex subset of a…

Functional Analysis · Mathematics 2014-02-21 V. Berinde , A. R. Khan , M. Pacurar

A majorized accelerated block coordinate descent (mABCD) method in Hilbert space is analyzed to solve a sparse PDE-constrained optimization problem via its dual. The finite element approximation method is investigated. The attractive…

Optimization and Control · Mathematics 2020-01-08 Xiaoliang Song , Defeng Sun , Kim-Chuan Toh

In this paper we study variational inequalities in a real Hilbert space, which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $C$. We assume that the set $C$ can be outerly…

Optimization and Control · Mathematics 2017-02-06 Aviv Gibali , Simeon Reich , Rafal Zalas

This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…

Optimization and Control · Mathematics 2025-02-05 Nguyen Duc Anh , Tran Ngoc Thang

The effective and efficient numerical solution of Riemann-Hilbert problems has been demonstrated in recent work. With the aid of ideas from the method of nonlinear steepest descent for Riemann-Hilbert problems, the resulting numerical…

Numerical Analysis · Mathematics 2015-03-20 Sheehan Olver , Thomas Trogdon

Mirror Descent (MD) is a well-known method of solving non-smooth convex optimization problems. This paper analyzes the stochastic variant of MD with adaptive stepsizes. Its convergence on average is shown to be faster than with the fixed…

Optimization and Control · Mathematics 2017-05-08 Anastasia Bayandina

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

This work focuses on convergence analysis of the projected gradient method for solving constrained convex minimization problem in Hilbert spaces. We show that the sequence of points generated by the method employing the Armijo linesearch…

Optimization and Control · Mathematics 2015-08-10 Jose Yunier Bello Cruz , Welington de Oliveira

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

In this paper, we study $\Delta$- convergence of iterations for a sequence of strongly quasi-nonexpansive mappings as well as the strong convergence of the Halpern type regularization of them in Hadamard spaces. Then, we give some their…

Functional Analysis · Mathematics 2016-11-10 Hadi Khatibzadeh , Vahid Mohebbi

In this paper we focus on the convergence analysis of the forward-backward splitting method for solving nonsmooth optimization problems in Hilbert spaces when the objective function is the sum of two convex functions. Assuming that one of…

Optimization and Control · Mathematics 2016-10-17 J. Y. Bello Cruz , T. T. A. Nghia

The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…

Optimization and Control · Mathematics 2022-10-26 Egor Gladin , Ilya Kuruzov , Fedor Stonyakin , Dmitry Pasechnyuk , Mohammad Alkousa , Alexander Gasnikov