English
Related papers

Related papers: Convergence Results of Two-Step Inertial Proximal …

200 papers

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

In this paper, we propose a randomized intertial block-coordinate primaldual fixed point algorithm to solve a wide array of monotone inclusion problems base on the modification of the heavy ball method of Nesterov. These methods rely on a…

Optimization and Control · Mathematics 2016-11-17 Meng Wen , Shigang Yue , Yuchao Tan , Jigen Peng

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang

We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…

Optimization and Control · Mathematics 2026-04-16 Javier I. Madariaga

We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…

Optimization and Control · Mathematics 2024-01-11 Vu Cong Bang , Dimitri Papadimitriou , Vu Xuan Nham

This paper proposes and develops inexact proximal methods for finding stationary points of the sum of a smooth function and a nonsmooth weakly convex one, where an error is present in the calculation of the proximal mapping of the nonsmooth…

Optimization and Control · Mathematics 2023-08-07 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

This paper is concerned with convex composite minimization problems in a Hilbert space. In these problems, the objective is the sum of two closed, proper, and convex functions where one is smooth and the other admits a computationally…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Pierre Moulin

We propose a splitting algorithm for solving a system of composite monotone inclusions formulated in the form of the extended set of solutions in real Hilbert spaces. The resluting algorithm is a an extension of the algorithm in [4]. The…

Optimization and Control · Mathematics 2013-08-14 Dinh Dung , Bang Cong Vu

This study explores an inertial-based contraction-type approach for addressing monotone variational inclusion problems (in short, MVIP) within real Hilbert spaces. Most contraction-type techniques assume Lipschitz continuity and…

Optimization and Control · Mathematics 2026-04-09 Feeroz Babu , Syed Shakaib Irfan , Jen-Chih Yao , Xiaopeng Zhao

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

Optimization and Control · Mathematics 2022-07-27 Konstantin Sonntag , Sebastian Peitz

In this article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…

Numerical Analysis · Mathematics 2021-10-11 Shamshad Husain , Uqba Rafat

For an arbitrary self-adjoint operator $B$ in a Hilbert space $H$, we present direct and inverse theorems establishing the relationship between the degree of smoothness of a vector $x \in H$ with respect to the operator $B$, the rate of…

Functional Analysis · Mathematics 2007-09-27 S. M. Torba , M. L. Gorbachuk , Ya. I. Grushka

We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…

Optimization and Control · Mathematics 2020-12-23 Xiaopeng Luo , Xin Xu , Herschel A. Rabitz

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…

Optimization and Control · Mathematics 2016-02-26 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

In this paper we consider stochastic weakly convex composite problems, however without the existence of a stochastic subgradient oracle. We present a derivative free algorithm that uses a two point approximation for computing a gradient…

Optimization and Control · Mathematics 2020-02-20 V. Kungurtsev , F. Rinaldi

We obtain existence and convergence theorems on two variants of the proximal point algorithm for proper lower semicontinuous convex functions in complete geodesic spaces with curvature bounded above.

Functional Analysis · Mathematics 2018-05-01 Yasunori Kimura , Fumiaki Kohsaka

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

Optimization and Control · Mathematics 2017-11-29 Regina S. Burachik , R. Díaz Millán

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright