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In this paper we design and analyze algorithms for asynchronously solving linear programs using nonlinear signal processing structures. In particular, we discuss a general procedure for generating these structures such that a fixed-point of…

Optimization and Control · Mathematics 2015-03-03 Tarek A. Lahlou , Thomas A. Baran

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 propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…

Optimization and Control · Mathematics 2017-05-08 Radu Ioan Bot , Ernö Robert Csetnek

We consider the problem of finding a fixed point of a nonexpansive mapping, which is also a solution of a pseudo-monotone equilibrium problem, where the bifunction in the equilibrium problem is the sum of two ones. We propose a splitting…

Optimization and Control · Mathematics 2018-05-08 Le Dung Muu , Xuan Thanh Le

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

The Conditional Gradient Method is generalized to a class of non-smooth non-convex optimization problems with many applications in machine learning. The proposed algorithm iterates by minimizing so-called model functions over the constraint…

Optimization and Control · Mathematics 2019-01-25 Yura Malitsky , Peter Ochs

We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…

Numerical Analysis · Mathematics 2012-08-16 Markus Weimar

The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

Optimization and Control · Mathematics 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

Numerical Analysis · Mathematics 2018-06-05 Robert Plato , Bernd Hofmann

For deterministic optimization, line-search methods augment algorithms by providing stability and improved efficiency. We adapt a classical backtracking Armijo line-search to the stochastic optimization setting. While traditional…

Optimization and Control · Mathematics 2018-07-24 Courtney Paquette , Katya Scheinberg

In recent studies, line search methods have shown significant improvements in the performance of traditional stochastic gradient descent techniques, eliminating the need for a specific learning rate schedule. In this paper, we identify…

Machine Learning · Computer Science 2024-03-28 Philip Kenneweg , Tristan Kenneweg , Barbara Hammer

In this work we discuss a method to adapt sequential subspace optimization (SESOP), which has so far been developed for linear inverse problems in Hilbert and Banach spaces, to the case of nonlinear inverse problems. We start by revising…

Numerical Analysis · Mathematics 2016-02-23 Anne Wald , Thomas Schuster

We introduce and analyze an abstract algorithm that aims to find the projection onto a closed convex subset of a Hilbert space. When specialized to the fixed point set of a quasi nonexpansive mapping, the required sufficient condition…

Functional Analysis · Mathematics 2012-11-08 Heinz H. Bauschke , Jiawei Chen , Xianfu Wang

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…

Optimization and Control · Mathematics 2024-03-18 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution…

Optimization and Control · Mathematics 2026-01-06 Shikher Sharmaa , Pankaj Gautam , Simeon Reich

We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…

Optimization and Control · Mathematics 2026-02-13 Patrick L. Combettes , Javier I. Madariaga

In these notes we propose and analyze an inertial type method for obtaining stable approximate solutions to nonlinear ill-posed operator equations. The method is based on the Levenberg-Marquardt (LM) iteration. The main obtained results…

Numerical Analysis · Mathematics 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

Machine Learning · Computer Science 2015-11-18 Markus Schneider , Wolfgang Ertel , Günther Palm

The paper proposes a linesearch for a primal-dual method. Each iteration of the linesearch requires to update only the dual (or primal) variable. For many problems, in particular for regularized least squares, the linesearch does not…

Optimization and Control · Mathematics 2018-03-26 Yura Malitsky , Thomas Pock
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