Related papers: On the Bredies-Chenchene-Lorenz-Naldi algorithm
Recently in joint work with E. Sert, we proved sharp boundedness results on discrete fractional integral operators along binary quadratic forms. Present work vastly enhances the scope of those results by extending boundedness to bivariate…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…
We provide two weakly convergent algorithms for finding a zero of the sum of a maximally monotone operator, a cocoercive operator, and the normal cone to a closed vector subspace of a real Hilbert space. The methods exploit the intrinsic…
In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite…
We introduce a penalty term-based splitting algorithm with inertial effects designed for solving monotone inclusion problems involving the sum of maximally monotone operators and the convex normal cone to the (nonempty) set of zeros of a…
Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extensively studied convex, composite objective problems as a…
Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…
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 give rise to algorithms in which the simple pieces of the…
We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…
Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood…
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…
The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…
Since introduced by Martinet and Rockafellar, the proximal point algorithm was generalized in many fruitful directions. More recently, in 2002, Pennanen studied the proximal point algorithm without monotonicity. A year later, Iusem and…
We propose a batchwise monotone algorithm for dictionary learning. Unlike the state-of-the-art dictionary learning algorithms which impose sparsity constraints on a sample-by-sample basis, we instead treat the samples as a batch, and impose…
In this study, we consider the subset selection problems with submodular or monotone discrete objective functions under partition matroid constraints where the thresholds are dynamic. We focus on POMC, a simple Pareto optimization approach…
In this paper we provide a splitting algorithm for solving coupled monotone inclusions in a real Hilbert space involving the sum of a normal cone to a vector subspace, a maximally monotone, a monotone-Lipschitzian, and a cocoercive…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…