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The article is devoted to some adaptive methods for variational inequalities with relatively smooth and relatively strongly monotone operators. Starting from the recently proposed proximal variant of the extragradient method for this class…

Optimization and Control · Mathematics 2023-08-02 S. S. Ablaev , F. S. Stonyakin , M. S. Alkousa , D. A. Pasechnyuk

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…

Optimization and Control · Mathematics 2014-08-04 Caihua Chen , Shiqian Ma , Junfeng Yang

We study the alternating algorithm for the computation of the metric projection onto the closed sum of two closed subspaces in uniformly convex and uniformly smooth Banach spaces. For Banach spaces which are convex and smooth of power type,…

Functional Analysis · Mathematics 2020-10-09 Christian Bargetz , Emir Medjic

We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

Optimization and Control · Mathematics 2025-06-09 Keita Kume , Isao Yamada

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

Accelerated proximal gradient methods, which are also called fast iterative shrinkage-thresholding algorithms (FISTA) are known to be efficient for many applications. Recently, Tanabe et al. proposed an extension of FISTA for multiobjective…

Optimization and Control · Mathematics 2023-06-02 Yuki Nishimura , Ellen H. Fukuda , Nobuo Yamashita

In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…

Dynamical Systems · Mathematics 2024-06-28 Oday Hazaimah

We investigate the convergence of a forward-backward-forward proximal-type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained…

Optimization and Control · Mathematics 2014-06-04 Radu Ioan Bot , Ernö Robert Csetnek

This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an…

Optimization and Control · Mathematics 2020-04-24 Amirhossein Ajalloeian , Andrea Simonetto , Emiliano Dall'Anese

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…

Optimization and Control · Mathematics 2023-11-01 Hui Ouyang

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We investigate the strong convergence properties of a proximal-gradient inertial algorithm with two Tikhonov regularization terms in connection to the minimization problem of the sum of a convex lower semi-continuous function $f$ and a…

Optimization and Control · Mathematics 2024-07-16 Szilárd Csaba László

We propose new restarting strategies for accelerated gradient and accelerated coordinate descent methods. Our main contribution is to show that the restarted method has a geometric rate of convergence for any restarting frequency, and so it…

Optimization and Control · Mathematics 2016-09-26 Olivier Fercoq , Zheng Qu

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

In this paper, we present a relaxation proximal point method with double inertial effects to approximate a solution of a non-convex equilibrium problem. We give global convergence results of the iterative sequence generated by our…

Optimization and Control · Mathematics 2025-02-18 Nam Van Tran

By analyzing accelerated proximal gradient methods under a local quadratic growth condition, we show that restarting these algorithms at any frequency gives a globally linearly convergent algorithm. This result was previously known only for…

Optimization and Control · Mathematics 2019-10-04 Olivier Fercoq , Zheng Qu

Anderson Acceleration (AA) is a popular acceleration technique to enhance the convergence of fixed-point iterations. The analysis of AA approaches typically focuses on the convergence behavior of a corresponding fixed-point residual, while…

Optimization and Control · Mathematics 2023-09-26 Wenqing Ouyang , Yang Liu , Andre Milzarek

We consider minimization of the sum of a large number of convex functions, and we propose an incremental aggregated version of the proximal algorithm, which bears similarity to the incremental aggregated gradient and subgradient methods…

Systems and Control · Computer Science 2015-11-05 Dimitri P. Bertsekas

The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…

Optimization and Control · Mathematics 2024-01-30 Mihai I. Florea