Related papers: Splitting algorithms and circuit analysis
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…
We propose and study a strongly convergent inexact inertial projective splitting (PS) algorithm for finding zeros of composite monotone inclusion problems involving the sum of finitely many maximal monotone operators. Strong convergence of…
A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no…
The port-Hamiltonian approach presents an energy-based modeling of dynamical systems with energy-conservative and energy-dissipative parts as well as an interconnection over the so-called ports. In this paper, we apply an operator splitting…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
In this article we study the possibilities of recovering the structure of port-Hamiltonian systems starting from ``unlabelled'' ordinary differential equations describing mechanical systems. The algorithm we suggest solves the problem in…
In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…
We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…
Frugal resolvent splittings are a class of fixed point algorithms for finding a zero in the sum of the sum of finitely many set-valued monotone operators, where the fixed point operator uses only vector addition, scalar multiplication and…
We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far…
In the following paper we present a new type of optimization algorithms adapted for neural network training. These algorithms are based upon sequential operator splitting technique for some associated dynamical systems. Furthermore, we…
Deep neural network is a powerful tool for many tasks. Understanding why it is so successful and providing a mathematical explanation is an important problem and has been one popular research direction in past years. In the literature of…
In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator…
We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the…
We provide a novel transcription of monotone operator theory to the non-Euclidean finite-dimensional spaces $\ell_1$ and $\ell_{\infty}$. We first establish properties of mappings which are monotone with respect to the non-Euclidean norms…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundational result by Ryu, we fully characterize all methods that…
Several aspects of the interplay between monotone operator theory and convex optimization are presented. The crucial role played by monotone operators in the analysis and the numerical solution of convex minimization problems is emphasized.…
In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however…
Finding a zero of the sum of two monotone operators is one of the most important problems in monotone operator theory, and the forward-backward algorithm is the most prominent approach for solving this type of problem. The aim of this paper…