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This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…

Optimization and Control · Mathematics 2023-11-01 Hui Ouyang

Suppose that $A$ and $B$ are closed subsets of a Euclidean space such that $A\cap B\neq\varnothing$, and we aim to find a point in this intersection with the help of the sequences $(a_n)_\nnn$ and $(b_n)_\nnn$ generated by the \emph{method…

Optimization and Control · Mathematics 2013-07-11 Heinz H. Bauschke , Dominikus Noll

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

We consider sequences $(B_k)_{k=0}^\infty$ of points obtained by projecting back and forth between two manifolds $\M_1$ and $\M_2$, and give conditions guaranteeing that the sequence converge to a limit $B_\infty\in\M_1\cap\M_2$. Our…

Numerical Analysis · Mathematics 2011-07-21 Fredrik Andersson , Marcus Carlsson

We consider sequential and parallel decomposition methods for a dual problem of a general total variation minimization problem with applications in several image processing tasks, like image inpainting, estimation of optical flow and…

Numerical Analysis · Mathematics 2022-11-02 Stephan Hilb , Andreas Langer

The paper considers a split inverse problem involving component equilibrium problems in Hilbert spaces. This problem therefore is called the split equilibrium problem (SEP). It is known that almost solution methods for solving problem (SEP)…

Optimization and Control · Mathematics 2019-04-17 Dang Van Hieu

We establish new results concerning projectors on max-plus spaces, as well as separating half-spaces, and derive an explicit formula for the distance in Hilbert's projective metric between a point and a half-space over the max-plus…

Metric Geometry · Mathematics 2011-11-08 Marianne Akian , Stephane Gaubert , Viorel Nitica , Ivan Singer

Given $N\ge2$ closed subspaces $M_1,\dotsc, M_N$ of a Hilbert space $X$, let $P_k$ denote the orthogonal projection onto $M_k$, $1\le k\le N$. It is known that the sequence $(x_n)$, defined recursively by $x_0=x$ and $x_{n+1}=P_N\cdots…

Functional Analysis · Mathematics 2019-02-14 Catalin Badea , David Seifert

This monograph is centred at the intersection of three mathematical topics, that are theoretical in nature, yet with motivations and relevance deep rooted in applications: the linear inverse problems on abstract, in general…

Functional Analysis · Mathematics 2022-02-25 Noe Angelo Caruso , Alessandro Michelangeli

We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…

Optimization and Control · Mathematics 2018-01-16 Quoc Tran-Dinh , Volkan Cevher

The Douglas-Rachford algorithm is a simple yet effective method for solving convex feasibility problems. However, if the underlying constraints are inconsistent, then the convergence theory is incomplete. We provide convergence results when…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Walaa M. Moursi

We report on progress in algorithms for iterative phase retrieval. The theory of convex optimization is used to develop and to gain insight into counterparts for the nonconvex problem of phase retrieval. We propose a relaxation of averaged…

Optimization and Control · Mathematics 2009-11-10 D. Russell Luke

We suggest simple implementable modifications of conditional gradient and gradient projection methods for smooth convex optimization problems in Hilbert spaces. Usually, the custom methods attain only weak convergence. We prove strong…

Optimization and Control · Mathematics 2017-05-04 Igor Konnov

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

In this paper, we study the rate of convergence of the cyclic projection algorithm applied to finitely many basic semi-algebraic convex sets. We establish an explicit convergence rate estimate which relies on the maximum degree of the…

Functional Analysis · Mathematics 2013-11-20 Jonathan M. Borwein , Guoyin Li , Liangjin Yao

Algorithms which compute properties over graphs have always been of interest in computer science, with some of the fundamental algorithms, such as Dijkstra's algorithm, dating back to the 50s. Since the 70s there as been interest in…

Data Structures and Algorithms · Computer Science 2017-10-31 Daniel P. Martin

In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular multi-objective convex optimization problem, such that the…

Optimization and Control · Mathematics 2021-10-18 Gabriela Kováčová , Birgit Rudloff

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

Convex feasibility problems require to find a point in the intersection of a finite family of convex sets. We propose to solve such problems by performing set-enlargements and applying a new kind of projection operators called valiant…

Optimization and Control · Mathematics 2017-09-19 Yair Censor , Rafiq Mansour
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