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In this paper, we propose an adaptive forward-backward-forward splitting algorithm for finding a zero of a pseudo-monotone operator which is split as a sum of three operators: the first is continuous single-valued, the second is…

Optimization and Control · Mathematics 2025-03-04 Flavia Chorobura , Ion Necoara , Jean-Christophe Pesquet

In this paper we provide novel closed-form expressions enabling differentiation of any scalar function of the Kalman filter's outputs with respect to all its tuning parameters and to the measurements. The approach differs from the previous…

Optimization and Control · Mathematics 2023-04-03 Colin Parellier , Axel Barrau , Silvere Bonnabel

The purpose of this paper is concerned with the approximate solution of split equality problems. We introduce two types of algorithms and a new self-adaptive stepsize without prior knowledge of operator norms. The corresponding strong…

Functional Analysis · Mathematics 2024-09-10 Songxiao Li , Bing Tan , Zheng Zhou

We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…

Optimization and Control · Mathematics 2024-01-11 Vu Cong Bang , Dimitri Papadimitriou , Vu Xuan Nham

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

Optimization and Control · Mathematics 2024-09-04 Hao Luo

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

A new result in convex analysis on the calculation of proximity operators in certain scaled norms is derived. We describe efficient implementations of the proximity calculation for a useful class of functions; the implementations exploit…

Optimization and Control · Mathematics 2013-03-04 Stephen Becker , M. Jalal Fadili

Bregman distances (also known as Bregman divergences) are widely used in machine learning, speech recognition and signal processing, and kNN searches with Bregman distances have become increasingly important with the rapid advances of…

Databases · Computer Science 2020-06-02 Yang Song , Yu Gu , Rui Zhang , Ge Yu

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

Data Structures and Algorithms · Computer Science 2019-02-19 Dmitrii Avdiukhin , Sergey Pupyrev , Grigory Yaroslavtsev

We introduce and analyze a fast iterative method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. The key idea, in contrast to the standard Landweber method, is to use multiple search directions per…

Numerical Analysis · Mathematics 2018-08-01 Anne Wald

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Optimization and Control · Mathematics 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

We proposed an efficient iterative thresholding method for multi-phase image segmentation. The algorithm is based on minimizing piecewise constant Mumford-Shah functional in which the contour length (or perimeter) is approximated by a…

Computer Vision and Pattern Recognition · Computer Science 2017-10-11 Dong Wang , Haohan Li , Xiaoyu Wei , Xiaoping Wang

In this paper an approach for decreasing the computational effort required for the split-step Fourier method (SSFM) is introduced. It is shown that using the sparsity property of the simulated signals, the compressive sampling algorithm can…

Computational Physics · Physics 2015-12-15 Cihan Bayindir

In this paper, we consider convex feasibility problems where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal…

Optimization and Control · Mathematics 2013-07-01 Sina Khoshfetrat Pakazad , Martin S. Andersen , Anders Hansson

In biomedical imaging reliable segmentation of objects (e.g. from small cells up to large organs) is of fundamental importance for automated medical diagnosis. New approaches for multi-scale segmentation can considerably improve performance…

Numerical Analysis · Mathematics 2016-10-04 Leonie Zeune , Guus van Dalum , Leon W. M. M. Terstappen , S. A. van Gils , Christoph Brune

This work proposes a mixed learning-based and optimization-based approach to the weighted-sum-rates beamforming problem in a multiple-input multiple-output (MIMO) wireless network. The conventional methods, i.e., the fractional programming…

Information Theory · Computer Science 2026-01-07 Jianhang Zhu , Tsung-Hui Chang , Liyao Xiang , Kaiming Shen

The $k$-Means clustering problem on $n$ points is NP-Hard for any dimension $d\ge 2$, however, for the 1D case there exists exact polynomial time algorithms. Previous literature reported an $O(kn^2)$ time dynamic programming algorithm that…

Data Structures and Algorithms · Computer Science 2018-04-26 Allan Grønlund , Kasper Green Larsen , Alexander Mathiasen , Jesper Sindahl Nielsen , Stefan Schneider , Mingzhou Song

In this paper, based on inertial and Tseng's ideas, we propose two projection-based algorithms to solve a monotone inclusion problem in infinite dimensional Hilbert spaces. Solution theorems of strong convergence are obtained under the…

Optimization and Control · Mathematics 2020-08-31 Bing Tan , Zheng Zhou , Xiaolong Qin

In this paper, we introduce a simple methodology to leverage strong convexity and smoothness in order to obtain an optimal linear convergence rate for the Peaceman--Rachford splitting (PRS) scheme applied to optimization problems involving…

Optimization and Control · Mathematics 2026-01-21 Luis Briceño-Arias , Fernando Roldán