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In this paper, using the Bregman distance, we introduce a new projection-type algorithm for finding a common element of the set of solutions of an equilibrium problem and the set of fixed points. Then the strong convergence of the sequence…

Optimization and Control · Mathematics 2021-12-28 Mostafa Ghadampour , Ebrahim Soori , Ravi P. Agarwal , Donal O'Regan

In this work, we deal with an iteration method for approximating a fixed point of a contraction mapping using the Mann's algorithm under functional random errors. We first show its almost complete convergence to the fixed point by mean of…

Probability · Mathematics 2017-01-24 Bahia Barache , Idir Arab , Abdelnasser Dahmani

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

We obtain estimates in simultaneous approximation for a summation-integral type genuine hybrid operator. The convergence of derivatives of operator to the corresponding derivatives of the functions is proved and estimates for rate of…

Classical Analysis and ODEs · Mathematics 2026-05-28 Asha Ram Gairola , Nidhi Bisht

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

We provide experimental evaluation of a number of known and new algorithms for approximate computation of Monroe's and Chamberlin-Courant's rules. Our experiments, conducted both on real-life preference-aggregation data and on synthetic…

Multiagent Systems · Computer Science 2013-01-29 Piotr Skowron , Piotr Faliszewski , Arkadii Slinko

In this paper we present a tractable approach for regularizing randomly placed points, by splitting them into two subsets: the first is generated by means of the Mat\'ern hard-core point process, while the remaining points constitute the…

Statistics Theory · Mathematics 2016-05-27 Akram Al-Hourani , Bill Moran , Sithamparanathan Kandeepan

In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the Davidon--Fletcher--Powell (DFP) method and the Broyden--Fletcher--Goldfarb--Shanno (BFGS)…

Optimization and Control · Mathematics 2021-12-02 Qiujiang Jin , Aryan Mokhtari

We study the task of differentially private clustering. For several basic clustering problems, including Euclidean DensestBall, 1-Cluster, k-means, and k-median, we give efficient differentially private algorithms that achieve essentially…

Machine Learning · Computer Science 2020-08-19 Badih Ghazi , Ravi Kumar , Pasin Manurangsi

In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial…

Optimization and Control · Mathematics 2021-03-01 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

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

In a real Hilbert space $\mathcal{H}$. Given any function $f$ convex differentiable whose solution set $\argmin_{\mathcal{H}}\,f$ is nonempty, by considering the Proximal Algorithm $x_{k+1}=\text{prox}_{\b_k f}(d x_k)$, where $0<d<1$ and…

Optimization and Control · Mathematics 2023-09-26 A. C. Bagy , Z. Chbani , H. Riahi

For a homogenization problem associated to a linear elliptic operator, we prove the existence of a distributional corrector and we find an approximation scheme for the homogenized coefficients. We also study the convergence rates in the…

Analysis of PDEs · Mathematics 2022-11-07 Willi Jäger , Antoine Tambue , Jean Louis Woukeng

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…

Machine Learning · Computer Science 2019-05-28 Matthew Staib , Stefanie Jegelka

In this paper, we study the convergence properties of an iterative algorithm for fast nonlinear model predictive control of quasi-linear parameter-varying systems without inequality constraints. Compared to previous works considering this…

Optimization and Control · Mathematics 2023-09-15 Christian Hespe , Herbert Werner

We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…

Optimization and Control · Mathematics 2024-08-14 Ahmet Alacaoglu , Donghwan Kim , Stephen J. Wright

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…

Numerical Analysis · Mathematics 2024-03-18 Mohit Tekriwal , Joshua Miller , Jean-Baptiste Jeannin
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