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We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

The classical Krasnoselskii-Mann iteration is broadly used for approximating fixed points of nonexpansive operators. To accelerate the convergence of the Krasnoselskii-Mann iteration, the inertial methods were received much attention in…

Functional Analysis · Mathematics 2020-01-09 Fuying Cui , Yang Yang , Yuchao Tang , Chuanxi Zhu

In this work, we propose a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. Our method converges under the same assumptions as Tseng's forward-backward-forward method,…

Optimization and Control · Mathematics 2020-05-08 Yura Malitsky , Matthew K. Tam

In this paper, we consider the feasibility problem, which aims to find a feasible point for the constraint set $\{x \in \mathbb{R}^n: c(x) = 0\}$ over a possibly non-regular subset $\mathcal{X} \subset \mathbb{R}^n$. Under the constraint…

Optimization and Control · Mathematics 2025-12-01 Nachuan Xiao , Shiwei Wang , Tianyun Tang , Kim-Chuan Toh

Invariant coordinate selection is an unsupervised multivariate data transformation useful in many contexts such as outlier detection or clustering. It is based on the simultaneous diagonalization of two affine equivariant and positive…

Methodology · Statistics 2025-03-12 Aurore Archimbaud

In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…

Numerical Analysis · Mathematics 2024-05-15 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…

Numerical Analysis · Mathematics 2025-04-08 Haibo Li

We develop a block-activated decomposition algorithm for multi-stage stochastic variational inequalities with nonanticipativity constraints, which features two computational novelties: (i) At each iteration, our method activates only a…

Optimization and Control · Mathematics 2026-03-19 Minh N. Bùi

In this paper, we introduce an inertial proximal method for solving a bilevel problem involving two monotone equilibrium bifunctions in Hilbert spaces. Under suitable conditions and without any restrictive assumption on the trajectories,…

Optimization and Control · Mathematics 2022-10-20 AÏcha Balhag , Zakaria Mazgouri , Michel Théra

We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…

Optimization and Control · Mathematics 2018-05-14 Martin Neuenhofen , Stefania Bellavia

We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…

Optimization and Control · Mathematics 2022-08-15 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or…

Numerical Analysis · Mathematics 2018-05-07 Christian Clason , Barbara Kaltenbacher , Elena Resmerita

With the advancement of the data acquisition techniques, multi-view learning has become a hot topic. Some multi-view learning methods assume that the multi-view data is complete, which means that all instances are present, but this too…

Machine Learning · Computer Science 2022-08-09 Heng Zhang , Xiaohong Chen

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

Approximate solutions of linear and nonlinear integral equations using methods related to an interpolatory projection involve many integrals which need to be evaluated using a numerical quadrature formula. In this paper, we consider…

Numerical Analysis · Mathematics 2017-08-03 Rekha P. Kulkarni , Gobinda Rakshit

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…

Neural and Evolutionary Computing · Computer Science 2020-03-10 Quan Quan , Kai-Yuan Cai

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In…

Optimization and Control · Mathematics 2018-04-30 Le Dung Muu , Phung Minh Duc , Xuan Thanh Le

We propose to compute approximations to general invariant sets in dynamical systems by minimizing the distance between an appropriately selected finite set of points and its image under the dynamics. We demonstrate, through computational…

Dynamical Systems · Mathematics 2017-06-28 Oliver Junge , Ioannis G. Kevrekidis