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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…

Optimization and Control · Mathematics 2013-03-13 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

We consider the primal problem of finding the zeros of the sum of a maximally monotone operator with the composition of another maximally monotone operator with a linear continuous operator and a corresponding dual problem formulated by…

Optimization and Control · Mathematics 2012-06-27 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…

Optimization and Control · Mathematics 2018-06-04 Sandy Bitterlich , Radu Ioan Bot , Ernö Robert Csetnek , Gert Wanka

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

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…

Optimization and Control · Mathematics 2012-12-04 Radu Ioan Bot , Christopher Hendrich

In this paper we focus on the convergence analysis of the forward-backward splitting method for solving nonsmooth optimization problems in Hilbert spaces when the objective function is the sum of two convex functions. Assuming that one of…

Optimization and Control · Mathematics 2016-10-17 J. Y. Bello Cruz , T. T. A. Nghia

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…

Optimization and Control · Mathematics 2009-02-26 H. Attouch , L. M. Briceno-Arias , P. L. Combettes

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias

We develop two "Nesterov's accelerated" variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is…

Optimization and Control · Mathematics 2023-10-17 Quoc Tran-Dinh

In the framework of a real Hilbert space, we address the problem of finding the zeros of the sum of a maximally monotone operator $A$ and a cocoercive operator $B$. We study the asymptotic behaviour of the trajectories generated by a second…

Optimization and Control · Mathematics 2022-01-05 Radu Ioan Bot , David Alexander Hulett

In this work we investigate dynamical systems designed to approach the solution sets of inclusion problems involving the sum of two maximally monotone operators. Our aim is to design methods which guarantee strong convergence of…

Optimization and Control · Mathematics 2020-08-31 Radu Ioan Boţ , Sorin-Mihai Grad , Dennis Meier , Mathias Staudigl

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…

Machine Learning · Computer Science 2023-10-27 Xufeng Cai , Ahmet Alacaoglu , Jelena Diakonikolas

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

This paper deals with an implicit Newton-like inertial dynamical system governed by a maximally comonotone inclusion problem in a Hilbert space. Under suitable conditions, we establish not only pointwise estimates and integral estimates for…

Optimization and Control · Mathematics 2024-05-13 Z. Z. Tan , R. Hu , Y. P. Fang

We investigate an inertial viscosity-type Tseng's extragradient algorithm with a new step size to solve pseudomonotone variational inequality problems in real Hilbert spaces. A strong convergence theorem of the algorithm is obtained without…

Optimization and Control · Mathematics 2020-07-24 Bing Tan , Xiaolong Qin

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

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…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

In this article, we study inertial algorithms for numerically solving monotone inclusions involving the sum of a maximally monotone and a cocoercive operator. In particular, we analyze the convergence of inertial and relaxed versions of the…

Optimization and Control · Mathematics 2024-12-04 Fernando Roldán , Cristian Vega