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A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…

Optimization and Control · Mathematics 2009-11-13 Patrick L. Combettes , Jean-Christophe Pesquet

The linear complementarity problem (LCP) is a general set membership problem that includes quadratic cone programming as a special case. In this work we consider a homogeneous embedding of the LCP, which encodes both the optimality…

Optimization and Control · Mathematics 2021-06-15 Brendan O'Donoghue

In this paper, we propose two novel inertial-like algorithms for solving the split common null point problem (SCNPP) with respect to set-valued maximal operators. The features of the presented algorithm are using new inertial structure…

Numerical Analysis · Mathematics 2021-09-21 Yan Tang , Shiqing Zhang

We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the…

Optimization and Control · Mathematics 2011-08-09 Patrick L. Combettes , Jean-Christophe Pesquet

We propose a third order dynamical system for solving a nonlinear equation in Hilbert spaces where the operator is cocoercive with respect to the solutions set. Under mild conditions on the parameters, we establish the existence and…

Optimization and Control · Mathematics 2024-06-04 Pham Viet Hai , Phan Tu Vuong

We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert…

Functional Analysis · Mathematics 2014-07-02 Radu Ioan Bot , Ernö Robert Csetnek

In this paper, we study a class of nonconvex and nonsmooth structured difference-of-convex (DC) programs, which contain in the convex part the sum of a nonsmooth linearly composed convex function and a differentiable function, and in the…

Optimization and Control · Mathematics 2025-05-06 Radu Ioan Bot , Rossen Nenov , Min Tao

Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…

Numerical Analysis · Mathematics 2025-01-07 Siqi Wei , Victoria Guenter , Raymond J. Spiteri

In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space,…

Optimization and Control · Mathematics 2014-02-11 Jingwei Liang , Jalal M. Fadili , Gabriel Peyré

In this paper, we consider a class of nonsmooth sum-of-ratios fractional optimization problems with block structure. This model class is ubiquitous and encompasses several important nonsmooth optimization problems in the literature. We…

Optimization and Control · Mathematics 2023-05-22 Radu Ioan Boţ , Minh N. Dao , Guoyin Li

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…

Optimization and Control · Mathematics 2024-10-30 Luis Briceño-Arias , Sergio López-Rivera , Emilio Vilches

In this paper we study a class of split variational inclusion (SVI) and regularized split variational inclusion (RSVI) problems in real Hilbert spaces. We discuss various analytical properties of the net generated by the RSVI and establish…

Optimization and Control · Mathematics 2023-10-17 Soumitra Dey , Chinedu Izuchukwu , Adeolu Taiwo , Simeon Reich

We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a…

Optimization and Control · Mathematics 2012-11-01 B. C. Vũ

We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…

Numerical Analysis · Mathematics 2009-11-13 Kristian Bredies

In this paper we study an algorithm for solving a minimization problem composed of a differentiable (possibly non-convex) and a convex (possibly non-differentiable) function. The algorithm iPiano combines forward-backward splitting with an…

Computer Vision and Pattern Recognition · Computer Science 2014-04-21 Peter Ochs , Yunjin Chen , Thomas Brox , Thomas Pock

In this article, we propose a Krasnosel'ski\v{\i}-Mann-type algorithm for finding a common fixed point of a countably infinite family of nonexpansive operators $(T_n)_{n \geq 0}$ in Hilbert spaces. We formulate an asymptotic property which…

Optimization and Control · Mathematics 2019-11-27 Radu Ioan Bot , Dennis Meier

In this paper, we study the splitting method based on alternating direction method of multipliers for support vector machine in reproducing kernel Hilbert space with lower semi-continuous loss function. If the loss function is lower…

Numerical Analysis · Mathematics 2022-08-29 Mingyu Mo , Qi Ye

We propose a forward-backward proximal-type algorithm with inertial/memory effects for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. The sequence of iterates generated by the algorithm converges to a…

Optimization and Control · Mathematics 2014-10-03 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd László

We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…

Optimization and Control · Mathematics 2013-03-13 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich