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This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

Optimization and Control · Mathematics 2018-03-26 Yu. Malitsky

Monotone operator splitting is a powerful paradigm that facilitates parallel processing for optimization problems where the cost function can be split into two convex functions. We propose a generalized form of monotone operator splitting…

Optimization and Control · Mathematics 2018-11-13 Kenta Niwa , W. Bastiaan Kleijn

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 provide a generalization of the Douglas-Rachford splitting (DRS) and the primal-dual algorithm (Vu 2013, Condat 2013) for solving monotone inclusions in a real Hilbert space involving a general linear operator. The proposed…

Optimization and Control · Mathematics 2021-09-22 Luis M. Briceño-Arias , Fernando Roldán

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

Many iterative optimization algorithms involve compositions of special cases of Lipschitz continuous operators, namely firmly nonexpansive, averaged and nonexpansive operators. The structure and properties of the compositions are of…

Optimization and Control · Mathematics 2020-01-01 Pontus Giselsson , Walaa M. Moursi

Frugal resolvent splittings are a class of fixed point algorithms for finding a zero in the sum of the sum of finitely many set-valued monotone operators, where the fixed point operator uses only vector addition, scalar multiplication and…

Optimization and Control · Mathematics 2023-06-06 Matthew K. Tam

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

Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

In this paper, we propose a variable metric version of Tseng's algorithm (the forward-backward-forward algorithm: FBF) combined with extrapolation from the past that includes error terms for finding a zero of the sum of a maximally monotone…

Optimization and Control · Mathematics 2022-07-25 Buris Tongnoi

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

We present a novel matrix-parametrized frugal splitting algorithm which finds the zero of a sum of maximal monotone and cocoercive operators composed with linear selection operators. We also develop a semidefinite programming framework for…

Optimization and Control · Mathematics 2025-07-29 Peter Barkley , Robert L. Bassett

We develop two "Nesterov's accelerated" variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is…

Optimization and Control · Mathematics 2023-10-17 Quoc Tran-Dinh

In this paper, we introduce a novel semidefinite programming framework for designing custom frugal resolvent splitting algorithms which find a zero in the sum of n monotone operators. This framework features a number of design choices which…

Optimization and Control · Mathematics 2024-09-04 Robert L Bassett , Peter Barkley

While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…

Optimization and Control · Mathematics 2025-08-26 Alexander Davydov , Saber Jafarpour , Anton V. Proskurnikov , Francesco Bullo

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class…

Optimization and Control · Mathematics 2025-06-10 Minh N. Dao , Tan Nhat Pham , Phan Thanh Tung

The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…

Optimization and Control · Mathematics 2023-11-22 Alexander Titov , Fedor Stonyakin , Mohammad Alkousa , Alexander Gasnikov

Resolvents of set-valued operators play a central role in various branches of mathematics and in particular in the design and the analysis of splitting algorithms for solving monotone inclusions. We propose a generalization of this notion,…

Optimization and Control · Mathematics 2020-06-24 Minh N. Bùi , Patrick L. Combettes

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

We consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators,…

Optimization and Control · Mathematics 2016-04-18 Meng Wen , Yu-Chao Tang , Jigen Peng