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In this paper, we derive a Fast Reflected Forward-Backward (Fast RFB) algorithm to solve the problem of finding a zero of the sum of a maximally monotone operator and a monotone and Lipschitz continuous operator in a real Hilbert space. Our…

Optimization and Control · Mathematics 2025-10-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

The {\it forward-backward algorithm} is a powerful tool for solving optimization problems with a {\it additively separable} and {\it smooth} + {\it nonsmooth} structure. In the convex setting, a simple but ingenious acceleration scheme…

Optimization and Control · Mathematics 2017-05-18 Hedy Attouch , Juan Peypouquet

This paper presents an Accelerated Preconditioned Proximal Gradient Algorithm (APPGA) for effectively solving a class of Positron Emission Tomography (PET) image reconstruction models with differentiable regularizers. We establish the…

Optimization and Control · Mathematics 2024-09-23 Yizun Lin , Yongxin He , C. Ross Schmidtlein , Deren Han

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

Optimization and Control · Mathematics 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov

We analyze the convergence rate of an accelerated backward forward method for solving convex composite optimization problems. The method was developed by Taylor, Hendrickx and Glineur, and is different from the FISTA algorithm in its…

Optimization and Control · Mathematics 2026-04-30 Zepeng Wang , Juan Peypouquet

We introduce a new weighted averaging scheme using "Fenchel-type" operators to recover primal solutions in the alternating minimization-type algorithm (AMA) for prototype constrained convex optimization. Our approach combines the classical…

Optimization and Control · Mathematics 2020-08-11 Quoc Tran-Dinh

Proximal bundle methods (PBM) are a powerful class of algorithms for convex optimization. Compared to gradient descent, PBM constructs more accurate surrogate models that incorporate gradients and function values from multiple past…

Optimization and Control · Mathematics 2026-04-02 Zhuoqing Zheng , Junshan Yin , Shaofu Yang , Xuyang Wu

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

In this paper, we propose Nesterov Accelerated Shuffling Gradient (NASG), a new algorithm for the convex finite-sum minimization problems. Our method integrates the traditional Nesterov's acceleration momentum with different shuffling…

Optimization and Control · Mathematics 2022-06-14 Trang H. Tran , Katya Scheinberg , Lam M. Nguyen

This paper is concerned with convergence of stochastic gradient algorithms with momentum terms in the nonconvex setting. A class of stochastic momentum methods, including stochastic gradient descent, heavy ball, and Nesterov's accelerated…

Optimization and Control · Mathematics 2021-10-01 Zixuan Wang , Shanjian Tang

In this technical note, we are concerned with the problem of solving variational inequalities with improved convergence rates. Motivated by Nesterov's accelerated gradient method for convex optimization, we propose a Nesterov's accelerated…

Optimization and Control · Mathematics 2022-12-21 Shaolin Tan , Jinhu Lu

The most popular first-order accelerated black-box methods for solving large-scale convex optimization problems are the Fast Gradient Method (FGM) and the Fast Iterative Shrinkage Thresholding Algorithm (FISTA). FGM requires that the…

Optimization and Control · Mathematics 2021-09-29 Mihai I. Florea , Sergiy A. Vorobyov

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

Convex-composite optimization, which minimizes an objective function represented by the sum of a differentiable function and a convex one, is widely used in machine learning and signal/image processing. Fast Iterative Shrinkage Thresholding…

Optimization and Control · Mathematics 2022-05-12 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

Asynchronous optimization algorithms often require delay bounds to prove their convergence, though these bounds can be difficult to obtain in practice. Existing algorithms that do not require delay bounds often converge slowly. Therefore,…

Optimization and Control · Mathematics 2025-08-12 Ellie Pond , Yichen Zhao , Matthew Hale

We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

In October 2025, research by Bo\c{t}, Fadili, and Nguyen, and by Jang and Ryu, led to the seminal result that Beck and Teboulle's FISTA converges weakly to a minimizer of the sum of two convex functions resolving a long-standing open…

Optimization and Control · Mathematics 2026-04-03 Sedi Bartz , Heinz H. Bauschke , Yuan Gao , Walaa M. Moursi

Variance reduction is a crucial tool for improving the slow convergence of stochastic gradient descent. Only a few variance-reduced methods, however, have yet been shown to directly benefit from Nesterov's acceleration techniques to match…

Optimization and Control · Mathematics 2020-10-30 Derek Driggs , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb

We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…

Optimization and Control · Mathematics 2015-10-27 Hongzhou Lin , Julien Mairal , Zaid Harchaoui
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