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The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…

Optimization and Control · Mathematics 2024-10-30 Luis Briceño-Arias , Sergio López-Rivera , Emilio Vilches

We introduce the Stochastic Monotone Aggregated Root-Finding (SMART) algorithm, a new randomized operator-splitting scheme for finding roots of finite sums of operators. These algorithms are similar to the growing class of incremental…

Optimization and Control · Mathematics 2016-06-13 Damek Davis

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

This paper provides a new way of developing the splitting method which is used to solve the problem of finding the resolvent of the sum of maximal monotone operators in Hilbert spaces. By employing accelerated techniques developed by Davis…

Optimization and Control · Mathematics 2018-09-13 Shin-ya Matsushita

Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…

Dynamical Systems · Mathematics 2023-09-01 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther

We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the…

Optimization and Control · Mathematics 2011-08-09 Patrick L. Combettes , Jean-Christophe Pesquet

A class of splitting alternating algorithms is proposed for finding the sparse solution of linear systems with concatenated orthogonal matrices. Depending on the number of matrices concatenated, the proposed algorithms are classified into…

Information Theory · Computer Science 2025-09-30 Yun-Bin Zhao , Zhong-Feng Sun

Operator splitting methods solve composite optimization problems by breaking them into smaller sub-problems that can be solved sequentially or in parallel. In this paper, we propose a unified framework for certifying both linear and…

Optimization and Control · Mathematics 2019-10-25 Han Wang , Mahyar Fazlyab , Shaoru Chen , Victor M. Preciado

Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…

Optimization and Control · Mathematics 2015-07-31 Damek Davis

We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…

Numerical Analysis · Mathematics 2025-12-17 A. Banjara , I. AlJabea , T. Papamarkou , F. Neubrander

Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…

Optimization and Control · Mathematics 2015-04-07 Damek Davis , Wotao Yin

In this paper, we propose an inertial forward backward splitting algorithm to compute a zero of the sum of two monotone operators, with one of the two operators being co-coercive. The algorithm is inspired by the accelerated gradient method…

Computer Vision and Pattern Recognition · Computer Science 2014-09-15 Dirk A. Lorenz , Thomas Pock

This paper presents a novel parallel splitting algorithm for solving quasi-static multiple-network poroelasticity (MPET) equations. By introducing a total pressure variable, the MPET system can be reformulated into a coupled…

Numerical Analysis · Mathematics 2025-07-29 Jijing Zhao , Huangxin Chen , Mingchao Cai , Shuyu Sun

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

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

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

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

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

In this paper, we develop high-order splitting methods for linear port-Hamiltonian systems, focusing on preserving their intrinsic structure, particularly the dissipation inequality. Port-Hamiltonian systems are characterized by their…

Mathematical Physics · Physics 2024-09-16 Marius Mönch , Nicole Marheineke