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We establish finite sample certificates on the quality of solutions produced by data-based forward-backward (FB) operator splitting schemes. As frequently happens in stochastic regimes, we consider the problem of finding a zero of the sum…

Optimization and Control · Mathematics 2026-02-11 Filippo Fabiani , Barbara Franci

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…

Optimization and Control · Mathematics 2014-12-15 Stephen Becker , Patrick L. Combettes

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…

Optimization and Control · Mathematics 2019-03-19 Brian Swenson , Soummya Kar , H. Vincent Poor , Jose' M. F. Moura

Compute-forward is a coding technique that enables receiver(s) in a network to directly decode one or more linear combinations of the transmitted codewords. Initial efforts focused on Gaussian channels and derived achievable rate regions…

Information Theory · Computer Science 2021-10-04 Adriano Pastore , Sung Hoon Lim , Chen Feng , Bobak Nazer , Michael Gastpar

In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…

Optimization and Control · Mathematics 2021-06-16 Aleksandr Beznosikov , Eduard Gorbunov , Alexander Gasnikov

We propose a forward-backward splitting algorithm based on Bregman distances for composite minimization problems in general reflexive Banach spaces. The convergence is established using the notion of variable quasi-Bregman monotone…

Optimization and Control · Mathematics 2016-10-10 Quang Van Nguyen

In this paper, we propose an equation-based parametric Reduced Order Model (ROM), whose accuracy is improved with data-driven terms added into the reduced equations. These additions have the aim of reintroducing contributions that in…

Numerical Analysis · Mathematics 2025-05-26 Anna Ivagnes , Giovanni Stabile , Gianluigi Rozza

We consider a network of agents, each with its own private cost consisting of the sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. At every iteration each agent performs local calculations and…

Optimization and Control · Mathematics 2017-03-14 Puya Latafat , Lorenzo Stella , Panagiotis Patrinos

The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks. A central challenge in this setting is backpropagation through the solution of an…

Machine Learning · Computer Science 2024-01-01 James Kotary , Jacob Christopher , My H Dinh , Ferdinando Fioretto

A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed. Each inclusion in the primal system features compositions with…

Optimization and Control · Mathematics 2013-02-14 Patrick L. Combettes

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

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

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Mohammadreza Doostmohammadian , Maria Vrakopoulou , Alireza Aghasi , Themistoklis Charalambous

We propose a joint channel estimation and data detection algorithm for massive multilple-input multiple-output systems based on diffusion models. Our proposed method solves the blind inverse problem by sampling from the joint posterior…

Signal Processing · Electrical Eng. & Systems 2023-11-20 Nicolas Zilberstein , Ananthram Swami , Santiago Segarra

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

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a…

Optimization and Control · Mathematics 2016-10-28 Jingwei Liang , Jalal Fadili , Gabriel Peyré

We introduce a dynamical system to the problem of finding zeros of the sum of two maximally monotone operators. We investigate the existence, uniqueness and extendability of solutions to this dynamical system in a Hilbert space. We prove…

Classical Analysis and ODEs · Mathematics 2021-08-17 Ewa M. Bednarczuk , Raj Narayan Dhara , Krzysztof E. Rutkowski

We consider a multi-agent system where each agent has its own estimate of a given quantity and the goal is to reach consensus on the average. To this purpose, we propose a distributed consensus algorithm that guarantees convergence to the…

Optimization and Control · Mathematics 2016-08-31 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini