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In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

The Nonlinear Forward-Backward (NFB) algorithm, also known as warped resolvent iterations, is a splitting method for finding zeros of sums of monotone operators. In particular cases, NFB reduces to well-known algorithms such as…

Optimization and Control · Mathematics 2025-12-03 Juan José Maulén , Fernando Roldán , Cristian Vega

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…

Optimization and Control · Mathematics 2016-02-26 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…

Optimization and Control · Mathematics 2021-02-18 Nguyen Van Dung , Bang Cong Vu

Three Operator Splitting (TOS) (Davis & Yin, 2017) can minimize the sum of multiple convex functions effectively when an efficient gradient oracle or proximal operator is available for each term. This requirement often fails in machine…

Optimization and Control · Mathematics 2022-02-21 Alp Yurtsever , Alex Gu , Suvrit Sra

Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…

Optimization and Control · Mathematics 2024-07-12 Nam V Tran , Hai T. T. Le , An V. Truong , Vuong T. Phan

The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators. By employing some…

Functional Analysis · Mathematics 2013-07-30 Radu Ioan Bot , Christopher Hendrich

The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

Optimization and Control · Mathematics 2018-07-12 Lilian E. Glaudin

Operator splitting methods solve composite optimization problems by breaking them into smaller sub-problems that can be solved sequentially or in parallel. In this paper, we propose a unified framework for certifying both linear and…

Optimization and Control · Mathematics 2019-10-25 Han Wang , Mahyar Fazlyab , Shaoru Chen , Victor M. Preciado

We investigate frugal splitting operators for finite sum monotone inclusion problems. These operators utilize exactly one direct or resolvent evaluation of each operator of the sum, and the splitting operator's output is dictated by linear…

Optimization and Control · Mathematics 2023-10-02 Martin Morin , Sebastian Banert , Pontus Giselsson

We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…

Optimization and Control · Mathematics 2024-12-18 Farhana A. Simi , Matthew K. Tam

Properties of compositions and convex combinations of averaged nonexpansive operators are investigated and applied to the design of new fixed point algorithms in Hilbert spaces. An extended version of the forward-backward splitting…

Functional Analysis · Mathematics 2014-10-09 Patrick L. Combettes , Isao Yamada

In this paper, we study inclusion problems where the involved operators may not be monotone in the classical sense. Specifically, we assume the operators to be generalized monotone, a weaker notion than classical monotonicity. This allows…

Optimization and Control · Mathematics 2025-03-12 Nam Van Tran

In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space,…

Optimization and Control · Mathematics 2014-02-11 Jingwei Liang , Jalal M. Fadili , Gabriel Peyré

A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the…

Optimization and Control · Mathematics 2018-04-05 Pascal Bianchi , Walid Hachem , Adil Salim

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…

Machine Learning · Statistics 2021-06-29 Fabian Pedregosa

The averaged alternating modified reflections algorithm is a projection method for finding the closest point in the intersection of closed convex sets to a given point in a Hilbert space. In this work, we generalize the scheme so that it…

Optimization and Control · Mathematics 2024-01-03 F. J. Aragón Artacho , R. Campoy

We introduce the Stochastic Monotone Aggregated Root-Finding (SMART) algorithm, a new randomized operator-splitting scheme for finding roots of finite sums of operators. These algorithms are similar to the growing class of incremental…

Optimization and Control · Mathematics 2016-06-13 Damek Davis
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