Related papers: Dynamical system related to primal-dual splitting …
The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…
An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…
We present a method of solving the T-optimal design problem for nonlinear dynamical systems using dynamic programming. In contrast with previous dynamic programming formulations, we avoid adding an equation for the dispersion to the system…
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…
This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…
We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…
In this paper, we propose a randomized intertial block-coordinate primaldual fixed point algorithm to solve a wide array of monotone inclusion problems base on the modification of the heavy ball method of Nesterov. These methods rely on a…
We propose a novel dynamically weighted inertial forward-backward algorithm (DWIFOB) for solving structured monotone inclusion problems. The scheme exploits the globally convergent forward-backward algorithm with deviations in [26] as the…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…
Online optimisation facilitates the solution of dynamic inverse problems, such as image stabilisation, fluid flow monitoring, and dynamic medical imaging. In this paper, we improve upon previous work on predictive online primal-dual methods…
In this article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…
In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator…
In this paper, we propose a stochastic version of the classical Tseng's forward-backward-forward method with inertial term for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued monotone operator…
We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…
The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…
This paper presents the first coupling application of the dual reciprocity BEM (DRBEM) and dynamic programming filter to inverse elastodynamic problem. The DRBEM is the only BEM method, which does not require domain discretization for…
We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…
In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…