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The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators. By employing some…
We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…
The Nonlinear Forward-Backward (NFB) algorithm, also known as warped resolvent iterations, is a splitting method for finding zeros of sums of monotone operators. In particular cases, NFB reduces to well-known algorithms such as…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
This paper presents an improved forward-backward splitting algorithm with two inertial parameters. It aims to find a point in the real Hilbert space at which the sum of a co-coercive operator and a maximal monotone operator vanishes. Under…
In this paper, we propose and study the iteration complexity of an inexact Douglas-Rachford splitting (DRS) method and a Douglas-Rachford-Tseng's forward-backward (F-B) splitting method for solving two-operator and four-operator monotone…
We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…
Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…
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…
In this paper we consider a class of monotone inclusion (MI) problems of finding a zero of the sum of two monotone operators, in which one operator is maximal monotone while the other is {\it locally Lipschitz} continuous. We propose…
This note is devoted to the splitting algorithm proposed by Davis and Yin in 2017 for computing a zero of the sum of three maximally monotone operators, with one of them being cocoercive. We provide a direct proof that guarantees its…
We introduce a penalty term-based splitting algorithm with inertial effects designed for solving monotone inclusion problems involving the sum of maximally monotone operators and the convex normal cone to the (nonempty) set of zeros of a…
We present a novel matrix-parametrized frugal splitting algorithm which finds the zero of a sum of maximal monotone and cocoercive operators composed with linear selection operators. We also develop a semidefinite programming framework for…
The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this paper we explore the behaviour of the algorithm when the inclusion problem has no solution. We…
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…
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…
We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…
We begin by considering second order dynamical systems of the from $\ddot x(t) + \gamma(t)\dot x(t) + \lambda(t)B(x(t))=0$, where $B: {\cal H}\rightarrow{\cal H}$ is a cocoercive operator defined on a real Hilbert space ${\cal H}$,…
We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…
Consider the problem of finding a zero of a finite sum of maximally monotone operators, where some operators are Lipschitz continuous and the rest are potentially set-valued. We propose a forward-backward-type algorithm for this problem…