Related papers: Single-Forward-Step Projective Splitting: Exploiti…
We present a forward-backward-based algorithm to minimize a sum of a differentiable function and a nonsmooth function, both being possibly nonconvex. The main contribution of this work is to consider the challenging case where the nonsmooth…
Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails substantial memory requirements and computational efforts. In…
We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…
Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…
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…
The analysis of projection-free first order methods is often complicated by the presence of different kinds of "good" and "bad" steps. In this article, we propose a unifying framework for projection-free methods, aiming to simplify the…
In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…
In this paper we propose a new fast splitting algorithm to solve the Weighted Split Bregman minimization problem in the backward step of an accelerated Forward-Backward algorithm. Beside proving the convergence of the method, numerical…
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…
We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…
In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
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…
This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…
We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…
We examine convergence properties of continuous-time variants of accelerated Forward-Backward (FB) and Douglas-Rachford (DR) splitting algorithms for nonsmooth composite optimization problems. When the objective function is given by the sum…
Operator splitting methods have been successfully used in computational sciences, statistics, learning and vision areas to reduce complex problems into a series of simpler subproblems. However, prevalent splitting schemes are mostly…
In infinite-dimensional Hilbert spaces we device a class of strongly convergent primal-dual schemes for solving variational inequalities defined by a Lipschitz continuous and pseudomonote map. Our novel numerical scheme is based on Tseng's…
Extensions of the split-step Fourier method (SSFM) for Schr\"odinger-type pulse propagation equations for simulating femto-second pulses in single- and two-mode optical communication fibers are developed and tested for Gaussian pulses. The…
In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…