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We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…

Optimization and Control · Mathematics 2015-02-23 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

In this paper we provide a splitting algorithm for solving coupled monotone inclusions in a real Hilbert space involving the sum of a normal cone to a vector subspace, a maximally monotone, a monotone-Lipschitzian, and a cocoercive…

Optimization and Control · Mathematics 2022-02-08 Luis M. Briceño-Arias , Jinjian Chen , Fernando Roldán , Yuchao Tang

In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…

Optimization and Control · Mathematics 2024-04-30 Radu Ioan Bot , Chiara Schindler

Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a monotone continuous operator by evaluating the latter twice per iteration. In this paper, we modify Tseng's algorithm for finding a zero of the sum of three…

Optimization and Control · Mathematics 2018-03-26 Luis M. Briceño-Arias , Damek Davis

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

Optimization and Control · Mathematics 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

We establish linear convergence of relocated fixed-point iterations as introduced by Atenas et al. (2025) assuming the algorithmic operator satisfies a linear error bound. In particular, this framework applies to the setting where the…

Optimization and Control · Mathematics 2025-12-16 Felipe Atenas , Farhana Ahmed Simi , Matthew K Tam

In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7].…

Optimization and Control · Mathematics 2012-11-09 Radu Ioan Bot , Christopher Hendrich

We introduce the Stochastic Monotone Aggregated Root-Finding (SMART) algorithm, a new randomized operator-splitting scheme for finding roots of finite sums of operators. These algorithms are similar to the growing class of incremental…

Optimization and Control · Mathematics 2016-06-13 Damek Davis

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…

Optimization and Control · Mathematics 2024-09-04 Zhaosong Lu , Sanyou Mei

In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator…

Optimization and Control · Mathematics 2025-06-10 Liqian Qin , Yaxuan Zhang , Qiao-Li Dong , Michael Th. Rassias

In this work, we develop a variant of a bundle method in order to find a zero of a maximal monotone operator. This algorithm relies on two polyhedral approximations of the epsilon-enlargement of the considered operator, via a systematic use…

Optimization and Control · Mathematics 2013-05-27 Ludovic Nagesseur

In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…

Optimization and Control · Mathematics 2016-04-08 R. Díaz Millán

This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general…

Optimization and Control · Mathematics 2017-11-07 Renato D. C. Monteiro , Chee-Khian Sim

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

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…

Optimization and Control · Mathematics 2025-12-16 Matthew K Tam , Liam Timms , Lele Zhang

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

In their recent SIAM J. Control Optim. paper from 2009, J. Eckstein and B.F. Svaiter proposed a very general and flexible splitting framework for finding a zero of the sum of finitely many maximal monotone operators. In this short note, we…

Functional Analysis · Mathematics 2009-05-22 Heinz H. Bauschke

We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…

Optimization and Control · Mathematics 2026-04-14 Tan H. Cao , Hassan Saoud

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…

Optimization and Control · Mathematics 2017-12-01 M. Marques Alves , M. Geremia

We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far…

Optimization and Control · Mathematics 2020-09-29 Minh N. Bùi , Patrick L. Combettes
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