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We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Previously, last-iterate linear convergence was only known…

Optimization and Control · Mathematics 2024-01-02 Tianlong Nan , Yuan Gao , Christian Kroer

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 consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…

Optimization and Control · Mathematics 2020-01-30 Mootta Prangprakhon , Nimit Nimana , Narin Petrot

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for…

Optimization and Control · Mathematics 2014-08-04 Caihua Chen , Shiqian Ma , Junfeng Yang

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

We consider a variation of the classical proximal-gradient algorithm for the iterative minimization of a cost function consisting of a sum of two terms, one smooth and the other prox-simple, and whose relative weight is determined by a…

Optimization and Control · Mathematics 2024-10-04 Jean-Baptiste Fest , Tommi Heikkilä , Ignace Loris , Ségolène Martin , Luca Ratti , Simone Rebegoldi , Gesa Sarnighausen

In this paper, we consider the minimization of a $C^2-$smooth and strongly convex objective depending on a given parameter, which is usually found in many practical applications. We suppose that we desire to solve the problem with some…

Optimization and Control · Mathematics 2025-03-14 Jean-Jacques Godeme

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…

Optimization and Control · Mathematics 2012-08-30 Jacek Gondzio

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…

Machine Learning · Computer Science 2021-08-30 Alina Ene , Huy L. Nguyen

Two algorithms are proposed, analyzed, and tested for solving continuous optimization problems with nonlinear equality constraints. Each is an extension of a stochastic momentum-based method from the unconstrained setting to the setting of…

Optimization and Control · Mathematics 2026-01-21 Qi Wang , Christian Piermarini , Yunlang Zhu , Frank E. Curtis

We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…

Functional Analysis · Mathematics 2014-03-14 Ibrahim Karahan , Murat Ozdemir

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

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

This work aims to minimize a continuously differentiable convex function with Lipschitz continuous gradient under linear equality constraints. The proposed inertial algorithm results from the discretization of the second-order primal-dual…

Optimization and Control · Mathematics 2022-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

In this paper, we study a class of generalized monotone variational inequality (GMVI) problems whose operators are not necessarily monotone (e.g., pseudo-monotone). We present non-Euclidean extragradient (N-EG) methods for computing…

Optimization and Control · Mathematics 2013-11-13 Cong D. Dang , Guanghui Lan

In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…

Optimization and Control · Mathematics 2021-06-28 Anton Rodomanov , Yurii Nesterov