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We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

Numerical Analysis · Mathematics 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

The aim of this paper is to study the weak convergence analysis of sequence of iterates generated by a three-operator splitting method of Davis and Yin incorporated with two-step inertial extrapolation for solving monotone inclusion problem…

Optimization and Control · Mathematics 2024-10-03 Olaniyi S. Iyiola , Lateef O. Jolaoso , Yekini Shehu

We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…

Optimization and Control · Mathematics 2014-10-07 Abdullah Alotaibi , Patrick L. Combettes , N. Shahzad

In this paper we provide a generalization of the Douglas-Rachford splitting (DRS) and the primal-dual algorithm (Vu 2013, Condat 2013) for solving monotone inclusions in a real Hilbert space involving a general linear operator. The proposed…

Optimization and Control · Mathematics 2021-09-22 Luis M. Briceño-Arias , Fernando Roldán

Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…

Numerical Analysis · Mathematics 2025-01-07 Siqi Wei , Victoria Guenter , Raymond J. Spiteri

Properties of compositions and convex combinations of averaged nonexpansive operators are investigated and applied to the design of new fixed point algorithms in Hilbert spaces. An extended version of the forward-backward splitting…

Functional Analysis · Mathematics 2014-10-09 Patrick L. Combettes , Isao Yamada

This paper is based on Tseng's exgradient algorithm for solving variational inequality problems in real Hilbert spaces. Under the assumptions that the cost operator is quasimonotone and Lipschitz continuous, we establish the strong…

Optimization and Control · Mathematics 2026-01-14 Meiying Wang , Hongwei Liu , Jun Yang

We consider monotone inclusions defined on a Hilbert space where the operator is given by the sum of a maximal monotone operator $T$ and a single-valued monotone, Lipschitz continuous, and expectation-valued operator $V$. We draw motivation…

Optimization and Control · Mathematics 2022-08-11 Shisheng Cui , Uday V. Shanbhag , Mathias Staudigl , Phan Tu Vuong

We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…

Optimization and Control · Mathematics 2023-07-14 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…

Optimization and Control · Mathematics 2015-05-20 Bang Cong Vũ

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 study variational inequalities which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $S$. We assume that $S=C\cap A^{-1}(Q)$ is the nonempty solution set of a (multiple-set) split…

Optimization and Control · Mathematics 2019-08-21 Andrzej Cegielski , Aviv Gibali , Simeon Reich , Rafał Zalas

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic $O(1/n)$ convergence rate of our proposed algorithm in…

Optimization and Control · Mathematics 2022-07-21 Olaniyi S. Iyiola , Yekini Shehu

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…

Optimization and Control · Mathematics 2025-03-18 Radu Ioan Boţ , Guoyin Li , Min Tao

In this paper, we propose and study the iteration complexity of an inexact Douglas-Rachford splitting (DRS) method and a Douglas-Rachford-Tseng's forward-backward (F-B) splitting method for solving two-operator and four-operator monotone…

Optimization and Control · Mathematics 2017-12-01 M. Marques Alves , M. Geremia

In their recent SIAM J. Control Optim. paper from 2009, J. Eckstein and B.F. Svaiter proposed a very general and flexible splitting framework for finding a zero of the sum of finitely many maximal monotone operators. In this short note, we…

Functional Analysis · Mathematics 2009-05-22 Heinz H. Bauschke

In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…

Numerical Analysis · Mathematics 2024-12-20 Joshua L Padgett , Qin Sheng
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