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This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its…

Optimization and Control · Mathematics 2013-07-09 Angelia Nedich , Soomin Lee

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 present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the…

Numerical Analysis · Mathematics 2009-07-06 Rafael G. Campos , Francisco Dominguez Mota

Newton's method has been an important approach for solving variational inequalities, quasi-Newton method is a good alternative choice to save computational cost. In this paper, we propose a new method for solving monotone variational…

Optimization and Control · Mathematics 2025-05-20 Yuge Ye , Qingna Li , Deren Han

In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a ``nonsmooth + smooth'' composite structure, we further propose an…

Optimization and Control · Mathematics 2021-06-30 Xin He , Rong Hu , Ya-Ping Fang

This paper presents iterative methods for solving tensor equations involving the T-product. The proposed approaches apply tensor computations without matrix construction. For each initial tensor, these algorithms solve related problems in a…

Numerical Analysis · Mathematics 2025-04-28 Malihe Nobakht Kooshkghazi , Salman Ahmadi-Asl , Hamidreza Afshin

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, we introduce new implicit and explicit iterative schemes which converge strongly to a unique solution of variational inequality problems for strongly accretive operators over a common fixed point set of finite family of…

Functional Analysis · Mathematics 2010-07-07 Eric U. Ofoedu

We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient…

Machine Learning · Computer Science 2016-05-25 Jianhui Chen , Tianbao Yang , Qihang Lin , Lijun Zhang , Yi Chang

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

Optimization and Control · Mathematics 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Austine Efut Ofem , Kalu Okam Okorie , Chinedu Izuchukwu , Chibueze Christian Okeke

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

The purpose of this paper is to present an inexact version of the scaled gradient projection method on a convex set, which is inexact in two sense. First, an inexact projection on the feasible set is computed, allowing for an appropriate…

Optimization and Control · Mathematics 2021-06-10 Orizon P. Ferreira , Max V. Lemes , Leandro F. Prudente

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

Optimization and Control · Mathematics 2025-10-07 Reza Rahimi Baghbadorani , Peyman Mohajerin Esfahani , Sergio Grammatico

We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over some random variable or a finite sum. We propose a stochastic…

Optimization and Control · Mathematics 2019-06-26 Junyu Zhang , Lin Xiao

A gradient projection method with feasible inexact projections is proposed in the present paper. The inexact projection is performed using a relative error tolerance. Asymptotic convergence analysis and iteration-complexity bounds of the…

Optimization and Control · Mathematics 2021-01-28 Ademir A. Aguiar , Orizon P. Ferreira , Leandro F. Prudente

The article is devoted to some adaptive methods for variational inequalities with relatively smooth and relatively strongly monotone operators. Starting from the recently proposed proximal variant of the extragradient method for this class…

Optimization and Control · Mathematics 2023-08-02 S. S. Ablaev , F. S. Stonyakin , M. S. Alkousa , D. A. Pasechnyuk

In this paper, we introduce a split general quasi-variational inequality problem which is a natural extension of split variational inequality problem, quasi-variational and variational inequality problems in Hilbert spaces. Using projection…

Optimization and Control · Mathematics 2013-08-14 Kaleem Raza Kazmi
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