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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

We establish a convergence theorem for the vanishing discount problem for a weakly coupled system of Hamilton-Jacobi equations. The crucial step is the introduction of Mather measures and their relatives for the system, which we call…

Analysis of PDEs · Mathematics 2020-06-25 Hitoshi Ishii

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 line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

Optimization and Control · Mathematics 2022-06-28 Daniela di Serafino , Nataša Krejić , Nataša Krklec Jerinkić , Marco Viola

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

Optimization and Control · Mathematics 2022-05-23 Xin He , Rong Hu , Ya-Ping Fang

In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic system with fast convergence guarantees to solve structured convex minimization problems with an affine constraint. The system is associated with the…

Optimization and Control · Mathematics 2021-03-24 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

We deal with monotone inclusion problems of the form $0\in Ax+Dx+N_C(x)$ in real Hilbert spaces, where $A$ is a maximally monotone operator, $D$ a cocoercive operator and $C$ the nonempty set of zeros of another cocoercive operator. We…

Functional Analysis · Mathematics 2013-06-04 Radu Ioan Bot , Ernö Robert Csetnek

In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…

Optimization and Control · Mathematics 2022-07-25 Yura Malitsky , Matthew K. Tam

In this paper, we investigate the asymptotic properties of a particular class of state-dependent sweeping processes. While extensive research has been conducted on the existence and uniqueness of solutions for sweeping processes, there is a…

Optimization and Control · Mathematics 2023-11-23 Samir Adly , Monica G. Cojocaru , Ba Khiet Le

In this work we study the pointwise and ergodic iteration-complexity of a family of projective splitting methods proposed by Eckstein and Svaiter, for finding a zero of the sum of two maximal monotone operators. As a consequence of the…

Optimization and Control · Mathematics 2018-05-15 Majela Pentón Machado

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

Optimization and Control · Mathematics 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap

We consider abstract second order systems of the form $\ddot{x}(t) + D \dot{x}(t) + Sx(t)=0$, which are typically analyzed via the operator matrix $\mathcal{A}=\left[\begin{smallmatrix} 0 & I \\ -S & -D \end{smallmatrix}\right]$ governing…

Analysis of PDEs · Mathematics 2025-10-14 Till Preuster , Timo Reis , Manuel Schaller

A recent innovation in projective splitting algorithms for monotone operator inclusions has been the development of a procedure using two forward steps instead of the customary proximal steps for operators that are Lipschitz continuous.…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

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

In this work, we propose a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. Our method converges under the same assumptions as Tseng's forward-backward-forward method,…

Optimization and Control · Mathematics 2020-05-08 Yura Malitsky , Matthew K. Tam

The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…

Optimization and Control · Mathematics 2022-01-20 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

This paper provides a comprehensive study of the nonmonotone forward-backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fr\'echet differentiable (not…

Optimization and Control · Mathematics 2023-03-06 Behzad Azmi , Marco Bernreuther

A dynamic iteration scheme for linear infinite-dimensional port-Hamiltonian systems is proposed. The dynamic iteration is monotone in the sense that the error is decreasing, it does not require any stability condition and is in particular…

Functional Analysis · Mathematics 2023-02-03 Bálint Farkas , Birgit Jacob , Timo Reis , Merlin Schmitz

We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

Numerical Analysis · Mathematics 2020-11-18 Petr N. Vabishchevich

We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…

Optimization and Control · Mathematics 2016-08-16 Radu Ioan Bot , Ernö Robert Csetnek