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In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Trung Vu , Raviv Raich

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

Numerical Analysis · Mathematics 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

In this paper, we formulate and investigate a generalized consensus algorithm which makes an attempt to unify distributed averaging and maximizing algorithms considered in the literature. Each node iteratively updates its state as a…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-06 Guodong Shi , Karl Henrik Johansson

Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

Optimization and Control · Mathematics 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

Optimization and Control · Mathematics 2017-09-19 Nguyen Hieu Thao

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

Optimization and Control · Mathematics 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…

Systems and Control · Electrical Eng. & Systems 2020-07-31 James Melbourne , Govind Saraswat , Vivek Khatana , Sourav Patel , Murti V. Salapaka

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

The data-compatibility approach to constrained optimization, proposed here, strives to a point that is "close enough" to the solution set and whose target function value is "close enough" to the constrained minimum value. These notions can…

Optimization and Control · Mathematics 2020-10-26 Yair Censor , Maroun Zaknoon , Alexander J. Zaslavski

In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

Optimization and Control · Mathematics 2021-07-08 Mingrui Liu , Hassan Rafique , Qihang Lin , Tianbao Yang

We study the fixed point problem for a system of multivariate operators that are coordinate-wise monotone (i.e., nondecreasing or nonincreasing in each of the variables, independently), in the setting of quasi-ordered sets. We show that…

General Topology · Mathematics 2012-09-03 Mircea-Dan Rus

In this paper we provide the resolvent computation of the parallel composition of a maximally monotone operator by a linear operator under mild assumptions. Connections with a modification of the warped resolvent are provided. In the…

Optimization and Control · Mathematics 2022-07-20 Luis Briceño-Arias , Fernando Roldán

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

Machine Learning · Computer Science 2020-10-26 Farzan Farnia , Asuman Ozdaglar

Using proof-theoretical techniques, we analyze a proof by H.-K. Xu regarding a result of strong convergence for the Halpern type proximal point algorithm. We obtain a rate of metastability (in the sense of T. Tao) and also a rate of…

Functional Analysis · Mathematics 2020-01-01 Pedro Pinto

We derive generalization bounds for learning algorithms based on their robustness: the property that if a testing sample is "similar" to a training sample, then the testing error is close to the training error. This provides a novel…

Machine Learning · Computer Science 2015-03-17 Huan Xu , Shie Mannor

Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…

Optimization and Control · Mathematics 2015-10-27 Hideaki Iiduka

In this paper we extend the coupled fixed point theorems for mixed monotone operators $F:X \times X \rightarrow X$ obtained in [T.G. Bhaskar, V. Lakshmikantham, \textit{Fixed point theorems in partially ordered metric spaces and…

Functional Analysis · Mathematics 2011-03-29 Vasile Berinde