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Related papers: An iterative process for approximating subactions

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We propose a conversion scheme that turns regret minimizing algorithms into fixed point iterations, with convergence guarantees following from regret bounds. The resulting iterations can be seen as a grand extension of the classical…

Optimization and Control · Mathematics 2025-09-29 Joon Kwon

A new mathematical notation is proposed for the iteration of functions. It facilitates the application of the iteration of functions in mathematical and logical expressions, definitions of sets, and formulations of algorithms. Illustrations…

Dynamical Systems · Mathematics 2012-07-03 Valerii Salov

For discrete spectrum of 1D second-order differential/difference operators (with or without potential (killing), with the maximal/minimal domain), a pair of unified dual criteria are presented in terms of two explicit measures and the…

Probability · Mathematics 2015-01-15 Mu-Fa Chen

In this paper, we consider distributed optimization problems where the goal is to minimize a sum of objective functions over a multi-agent network. We focus on the case when the inter-agent communication is described by a…

Optimization and Control · Mathematics 2018-06-08 Chenguang Xi , Ran Xin , Usman A. Khan

The aim of this paper is to prove the exponential convergence, local and global, of Adam algorithm under precise conditions on the parameters, when the objective function lacks differentiability. More precisely, we require Lipschitz…

Optimization and Control · Mathematics 2024-03-14 Juan Ferrera , Javier Gómez Gil

In this paper we present a tractable approach for regularizing randomly placed points, by splitting them into two subsets: the first is generated by means of the Mat\'ern hard-core point process, while the remaining points constitute the…

Statistics Theory · Mathematics 2016-05-27 Akram Al-Hourani , Bill Moran , Sithamparanathan Kandeepan

This paper describes and establishes the iteration-complexity of a doubly accelerated inexact proximal point (D-AIPP) method for solving the nonconvex composite minimization problem whose objective function is of the form $f+h$ where $f$ is…

Optimization and Control · Mathematics 2018-12-20 Jiaming Liang , Renato D. C. Monteiro

In this dissertation, it is first shown that, when the radial basis function is a $p$-norm and $1 < p < 2$, interpolation is always possible when the points are all different and there are at least two of them. We then show that…

Numerical Analysis · Mathematics 2010-06-15 Brad Baxter

We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled…

Optimization and Control · Mathematics 2026-05-15 Lexiao Lai , Mingzhi Song

The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…

Numerical Analysis · Mathematics 2023-04-11 Ziruo Cai , Jinglai Li , Xiaoqun Zhang

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Denote by $T$ the transformation $T(x)= 2 \,x $ (mod 1). Given a potential $A:S^1 \to \mathbb{R}$ we are interested in exhibiting in several examples the explicit expression for the calibrated subaction $V: S^1 \to \mathbb{R}$ for $A$. The…

Dynamical Systems · Mathematics 2020-10-28 Hermes H. Ferreira , Artur O. Lopes , Elismar R. Oliveira

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

Functional Analysis · Mathematics 2019-02-14 L. Paunonen , D. Seifert

In this paper, we introduce a new iteration method and show that this iteration method can be used to approximate fixed point of almost contraction mappings. Furthermore, we prove that the new iteration method is equivalent to both Mann…

Functional Analysis · Mathematics 2019-11-05 Vatan Karakaya , Yunus Atalan , Kadri Dogan , Nour El Houda Bouzara

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

We provide comparison principles for convex functions through its proximal mappings. Consequently, we prove that the norm of the proximal operator determines a convex the function up to a constant. A new characterization of Lipschitzianity…

Optimization and Control · Mathematics 2020-07-30 Emilio Vilches

We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we…

Dynamical Systems · Mathematics 2014-04-21 Jesús San Martín , Mason A. Porter

In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method…

Exactly Solvable and Integrable Systems · Physics 2007-11-16 Dan Butnariu , Gabor Kassay

In this short and elementary note, we study some ergodic optimization problems for circle expanding maps. We first make an observation that if a function is not far from being convex, then its calibrated sub-actions are closer to convex…

Dynamical Systems · Mathematics 2022-04-04 Rui Gao

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger