English
Related papers

Related papers: Linear Convergence of Generalized Proximal Point A…

200 papers

We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…

Optimization and Control · Mathematics 2024-07-12 Nam V Tran , Hai T. T. Le , An V. Truong , Vuong T. Phan

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

In this paper, based on inertial and Tseng's ideas, we propose two projection-based algorithms to solve a monotone inclusion problem in infinite dimensional Hilbert spaces. Solution theorems of strong convergence are obtained under the…

Optimization and Control · Mathematics 2020-08-31 Bing Tan , Zheng Zhou , Xiaolong Qin

In the setting of CAT(k) spaces, common fixed point iterations built from prox mappings (e.g. prox-prox, Krasnoselsky-Mann relaxations, nonlinear projected-gradients) converge locally linearly under the assumption of linear metric…

Optimization and Control · Mathematics 2021-12-13 Florian Lauster , D. Russell Luke

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

Optimization and Control · Mathematics 2018-05-11 Christian Bargetz , Victor I. Kolobov , Simeon Reich , Rafał Zalas

The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate…

Optimization and Control · Mathematics 2024-08-20 Ba Khiet Le , Michel Théra

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

Optimization and Control · Mathematics 2013-06-25 Marc Lassonde , Ludovic Nagesseur

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

In this paper, we study the strong convergence of two Mann-type inertial extragradient algorithms, which are devised with a new step size, for solving a variational inequality problem with a monotone and Lipschitz continuous operator in…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Songxiao Li

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

A general method for solving nonlinear ill-posed problems is developed. The method consists of solving a Cauchy problem with a regularized operator and proving that the solution of this problem tends, as time grows, to a solution of the…

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert…

Functional Analysis · Mathematics 2014-07-02 Radu Ioan Bot , Ernö Robert Csetnek

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

We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…

Optimization and Control · Mathematics 2026-03-06 Renbo Zhao

In minimization models for image recovery and data analysis problems, loss functions and linear operators are typically aggregated as an average of composite terms. Each term in the aggregate models a desired property of the ideal solution…

Optimization and Control · Mathematics 2026-02-26 Patrick L. Combettes , Diego J. Cornejo

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

We show that adaptive proximal gradient methods for convex problems are not restricted to traditional Lipschitzian assumptions. Our analysis reveals that a class of linesearch-free methods is still convergent under mere local H\"older…

Optimization and Control · Mathematics 2024-07-08 Konstantinos A. Oikonomidis , Emanuel Laude , Puya Latafat , Andreas Themelis , Panagiotis Patrinos

Using the theory of Hilbert direct integrals, we introduce and study a monotonicity-preserving operation, termed the integral resolvent mixture. It combines arbitrary families of monotone operators acting on different spaces and linear…

Optimization and Control · Mathematics 2024-08-13 Minh N. Bùi , Patrick L. Combettes