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This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…

Optimization and Control · Mathematics 2025-10-07 Shimrit Shtern , Adeolu Taiwo

This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Machine Learning · Computer Science 2024-12-30 Andrzej Cichocki , Sergio Cruces , Auxiliadora Sarmiento , Toshihisa Tanaka

In this paper, we propose new algorithms for finding a common point of the solution set of a pseudomonotone equilibrium problem and the set of fixed points of a symmetric generalized hybrid mapping in a real Hilbert space. The convergence…

Optimization and Control · Mathematics 2015-08-18 Bui Van Dinh , Do Sang Kim

In this paper, we consider a class of possibly nonconvex, nonsmooth and non-Lipschitz optimization problems arising in many contemporary applications such as machine learning, variable selection and image processing. To solve this class of…

Optimization and Control · Mathematics 2021-09-29 Lei Yang

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

Extrapolation methods use the last few iterates of an optimization algorithm to produce a better estimate of the optimum. They were shown to achieve optimal convergence rates in a deterministic setting using simple gradient iterates. Here,…

Optimization and Control · Mathematics 2017-08-04 Damien Scieur , Alexandre d'Aspremont , Francis Bach

The embedded discontinuous Galerkin (EDG) method by Cockburn et al. [SIAM J. Numer. Anal., 2009, 47(4), 2686-2707] is obtained from the hybridizable discontinuous Galerkin method by changing the space of the Lagrangian multiplier from…

Numerical Analysis · Mathematics 2017-11-16 Xiao Zhang , Xiaoping Xie , Shiquan Zhang

In this paper, we investigate a new extragradient algorithm for solving pseudomonotone equilibrium problems on Hadamard manifolds. The algorithm uses a variable stepsize which is updated at each iteration and based on some previous…

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

Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution…

Optimization and Control · Mathematics 2026-01-06 Shikher Sharmaa , Pankaj Gautam , Simeon Reich

This work introduces a moving anchor acceleration technique to extragradient algorithms for smooth structured minimax problems. The moving anchor is introduced as a generalization of the original algorithmic anchoring framework, i.e. the…

Optimization and Control · Mathematics 2025-06-03 James K. Alcala , Yat Tin Chow , Mahesh Sunkula

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…

Optimization and Control · Mathematics 2023-07-19 Eduard Gorbunov , Adrien Taylor , Samuel Horváth , Gauthier Gidel

The objective of this research is to explore a convex feasibility problem, which consists of a monotone variational inequality problem and a fixed point problem. We introduce four inertial extragradient algorithms that are motivated by the…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Xiaolong Qin

This paper introduces a subgradient extragradient algorithm with a conjugate gradient-type direction to solve pseudomonotone variational inequality problems in Hilbert spaces. The algorithm features a self-adaptive strategy that eliminates…

Optimization and Control · Mathematics 2025-05-07 Ibrahim Arzuka , Parin Chaipunya , Poom Kumam

This paper considers the problem of understanding the behavior of a general class of accelerated gradient methods on smooth nonconvex functions. Motivated by some recent works that have proposed effective algorithms, based on Polyak's heavy…

Optimization and Control · Mathematics 2026-04-07 Rishabh Dixit , Mert Gurbuzbalaban , Waheed U. Bajwa

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

This paper proposes an extra gradient Anderson-accelerated algorithm for solving pseudomonotone variational inequalities, which uses the extra gradient scheme with line search to guarantee the global convergence and Anderson acceleration to…

Optimization and Control · Mathematics 2026-05-27 Xin Qu , Wei Bian , Xiaojun Chen

For min-max optimization and variational inequalities problems (VIP) encountered in diverse machine learning tasks, Stochastic Extragradient (SEG) and Stochastic Gradient Descent Ascent (SGDA) have emerged as preeminent algorithms. Constant…

Machine Learning · Statistics 2023-06-30 Emmanouil-Vasileios Vlatakis-Gkaragkounis , Angeliki Giannou , Yudong Chen , Qiaomin Xie

This paper introduces a novel a posteriori error estimation framework for the enriched Galerkin (EG) finite element method applied to linear parabolic equations. While the EG method has been recognized for its local conservation property…

Numerical Analysis · Mathematics 2026-04-29 Hyun-Geun Shin , Yi-Yung Yang , Sanghyun Lee

In this paper, we propose a general extra-gradient scheme for solving monotone variational inequalities (VI), referred to here as Approximation-based Regularized Extra-gradient method (ARE). The first step of ARE solves a VI subproblem with…

Optimization and Control · Mathematics 2022-10-11 Kevin Huang , Shuzhong Zhang

Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…

Machine Learning · Statistics 2023-02-03 Nhat Ho , Tongzheng Ren , Sujay Sanghavi , Purnamrita Sarkar , Rachel Ward