Related papers: An adaptive splitting algorithm for the sum of thr…
We give a possible explanation for the mystery of a missing number in the statement of a problem that asks for the non-negative integers to be partitioned into three subsets. We interpret the missing number as one of the clues that can lead…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
The obstacle problem is a class of free boundary problems which finds applications in many disciplines such as porous media, financial mathematics and optimal control. In this paper, we propose two operator-splitting methods to solve the…
We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the…
We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…
Resolvents of set-valued operators play a central role in various branches of mathematics and in particular in the design and the analysis of splitting algorithms for solving monotone inclusions. We propose a generalization of this notion,…
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…
In this paper, we study a class of nonconvex and nonsmooth structured difference-of-convex (DC) programs, which contain in the convex part the sum of a nonsmooth linearly composed convex function and a differentiable function, and in the…
We present a new primal-dual splitting algorithm for structured monotone inclusions in Hilbert spaces and analyze its asymptotic behavior. A novelty of our framework, which is motivated by image recovery applications, is to consider…
In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class…
Consider the problem of finding a zero of a finite sum of maximally monotone operators, where some operators are Lipschitz continuous and the rest are potentially set-valued. We propose a forward-backward-type algorithm for this problem…
Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…
We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and…
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…
We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…
We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algorithms for solving various classes of monotone inclusions in…
The purpose of this paper is concerned with the approximate solution of split equality problems. We introduce two types of algorithms and a new self-adaptive stepsize without prior knowledge of operator norms. The corresponding strong…