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We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

This note is devoted to the splitting algorithm proposed by Davis and Yin in 2017 for computing a zero of the sum of three maximally monotone operators, with one of them being cocoercive. We provide a direct proof that guarantees its…

Optimization and Control · Mathematics 2022-01-19 Francisco J. Aragón-Artacho , David Torregrosa-Belén

We study stochastic monotone inclusion problems, which widely appear in machine learning applications, including robust regression and adversarial learning. We propose novel variants of stochastic Halpern iteration with recursive variance…

Optimization and Control · Mathematics 2023-01-10 Xufeng Cai , Chaobing Song , Cristóbal Guzmán , Jelena Diakonikolas

This work investigates a Bregman and inertial extension of the forward-reflected-backward algorithm [Y. Malitsky and M. Tam, SIAM J. Optim., 30 (2020), pp. 1451--1472] applied to structured nonconvex minimization problems under relative…

Optimization and Control · Mathematics 2024-04-17 Ziyuan Wang , Andreas Themelis , Hongjia Ou , Xianfu Wang

In the framework of a real Hilbert space, we address the problem of finding the zeros of the sum of a maximally monotone operator $A$ and a cocoercive operator $B$. We study the asymptotic behaviour of the trajectories generated by a second…

Optimization and Control · Mathematics 2022-01-05 Radu Ioan Bot , David Alexander Hulett

We investigate frugal splitting operators for finite sum monotone inclusion problems. These operators utilize exactly one direct or resolvent evaluation of each operator of the sum, and the splitting operator's output is dictated by linear…

Optimization and Control · Mathematics 2023-10-02 Martin Morin , Sebastian Banert , Pontus Giselsson

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

Numerical Analysis · Mathematics 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

Partitioning and grouping of similar objects plays a fundamental role in image segmentation and in clustering problems. In such problems a typical goal is to group together similar objects, or pixels in the case of image processing. At the…

Computer Vision and Pattern Recognition · Computer Science 2010-10-12 Dorit S. Hochbaum

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

Optimization and Control · Mathematics 2022-07-27 Adil Salim , Laurent Condat , Konstantin Mishchenko , Peter Richtárik

This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one…

Optimization and Control · Mathematics 2026-01-13 Jose de Brito , Felipe Lara , Tran Van Thang

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

We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward-backward method by integrating an inertial/momentum term alongside a…

Optimization and Control · Mathematics 2023-12-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…

Optimization and Control · Mathematics 2009-02-26 H. Attouch , L. M. Briceno-Arias , P. L. Combettes

Operator splitting is a popular divide-and-conquer strategy for solving differential equations. Typically, the right-hand side of the differential equation is split into a number of parts that are then integrated separately. Many methods…

Numerical Analysis · Mathematics 2023-08-14 Raymond J. Spiteri , Arash Tavassoli , Siqi Wei , Andrei Smolyakov

Wavelet domain inpainting refers to the process of recovering the missing coefficients during the image compression or transmission stage. Recently, an efficient algorithm framework which is called Bregmanized operator splitting (BOS) was…

Computer Vision and Pattern Recognition · Computer Science 2013-05-15 Dai-Qiang Chen , Li-Zhi Cheng

Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…

Optimization and Control · Mathematics 2019-09-11 Patrick L. Combettes , Lilian E. Glaudin

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Optimization and Control · Mathematics 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their…

Optimization and Control · Mathematics 2014-02-11 Hugo Raguet , Jalal Fadili , Gabriel Peyré

This paper investigates the convergence properties and applications of the three-operator splitting method, also known as Davis-Yin splitting (DYS) method, integrated with extrapolation and Plug-and-Play (PnP) denoiser within a nonconvex…

Numerical Analysis · Mathematics 2024-06-05 Zhongming Wu , Chaoyan Huang , Tieyong Zeng