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In this paper, we propose a new general and stable fixed-point approach to compute the resolvents of the composition of a set-valued maximal monotone operator with a linear bounded mapping. Weak, strong and linear convergence of the…

Optimization and Control · Mathematics 2025-02-05 Samir Adly , Ba Khiet Le

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

Optimization and Control · Mathematics 2026-05-26 Chise Ishii , Yasushi Narushima

In this paper, under the monotonicity of pairs of operators, we propose some Generalized Proximal Point Algorithms to solve non-monotone inclusions using warped resolvents and transformed resolvents. The weak, strong, and linear convergence…

Optimization and Control · Mathematics 2025-01-24 Ba Khiet Le , Minh N. Dao , Michel Théra

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

This work aims to minimize a continuously differentiable convex function with Lipschitz continuous gradient under linear equality constraints. The proposed inertial algorithm results from the discretization of the second-order primal-dual…

Optimization and Control · Mathematics 2022-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

In the lines of our approach in \cite{Ouorou2019}, where we exploit Nesterov fast gradient concept \cite{Nesterov1983} to the Moreau-Yosida regularization of a convex function, we devise new proximal algorithms for nonsmooth convex…

Optimization and Control · Mathematics 2020-10-08 Adam Ouorou

We propose a forward-backward proximal-type algorithm with inertial/memory effects for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. The sequence of iterates generated by the algorithm converges to a…

Optimization and Control · Mathematics 2014-10-03 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd László

We propose a third order dynamical system for solving a nonlinear equation in Hilbert spaces where the operator is cocoercive with respect to the solutions set. Under mild conditions on the parameters, we establish the existence and…

Optimization and Control · Mathematics 2024-06-04 Pham Viet Hai , Phan Tu Vuong

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

We provide a comprehensive study of the convergence of the forward-backward algorithm under suitable geometric conditions, such as conditioning or {\L}ojasiewicz properties. These geometrical notions are usually local by nature, and may…

Optimization and Control · Mathematics 2023-12-25 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Optimization and Control · Mathematics 2018-02-27 Saman Cyrus , Bin Hu , Bryan Van Scoy , Laurent Lessard

We establish linear convergence of relocated fixed-point iterations as introduced by Atenas et al. (2025) assuming the algorithmic operator satisfies a linear error bound. In particular, this framework applies to the setting where the…

Optimization and Control · Mathematics 2025-12-16 Felipe Atenas , Farhana Ahmed Simi , Matthew K Tam

Firstly, we invoke the weak convergence (resp. strong convergence) of translated basic methods involving nonexpansive operators to establish the weak convergence (resp. strong convergence) of the associated method with both perturbation and…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…

Optimization and Control · Mathematics 2022-04-12 Hao Luo

We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…

Numerical Analysis · Mathematics 2009-11-13 Kristian Bredies

In a Hilbertian framework, for the minimization of a general convex differentiable function $f$, we introduce new inertial dynamics and algorithms that generate trajectories and iterates that converge fastly towards the minimizer of $f$…

Optimization and Control · Mathematics 2021-04-27 Hedy Attouch , Szilard Laszlo