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Monotone operators are of central importance in modern optimization and nonlinear analysis. Their study has been revolutionized lately, due to the systematic use of the Fitzpatrick function. Pioneered by Penot and Svaiter, a topic of recent…

Functional Analysis · Mathematics 2008-02-12 Heinz H. Bauschke , Xianfu Wang , Liangjin Yao

We consider monotone inclusions defined on a Hilbert space where the operator is given by the sum of a maximal monotone operator $T$ and a single-valued monotone, Lipschitz continuous, and expectation-valued operator $V$. We draw motivation…

Optimization and Control · Mathematics 2022-08-11 Shisheng Cui , Uday V. Shanbhag , Mathias Staudigl , Phan Tu Vuong

We introduce a relaxed inertial forward-backward-forward (RIFBF) splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitz continuous operator. This work aims…

Optimization and Control · Mathematics 2020-03-24 Radu Ioan Bot , Michael Sedlmayer , Phan Tu Vuong

The proximal extrapolated gradient method \cite{Malitsky18a} is an extension of the projected reflected gradient method \cite{Malitsky15}. Both methods were proposed for solving the classic variational inequalities. In this paper, we…

Optimization and Control · Mathematics 2019-08-19 Volkan Cevher , Bang Cong Vu

The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this paper we explore the behaviour of the algorithm when the inclusion problem has no solution. We…

Optimization and Control · Mathematics 2016-08-09 Walaa M. Moursi

This work is concerned with the classical problem of finding a zero of a sum of maximal monotone operators. For the projective splitting framework recently proposed by Combettes and Eckstein, we show how to replace the fundamental…

Optimization and Control · Mathematics 2020-08-24 Patrick R. Johnstone , Jonathan Eckstein

The primal-dual method of Chambolle and Pock is a widely used algorithm to solve various optimization problems written as convex-concave saddle point problems. Each update step involves the application of both the forward linear operator…

Optimization and Control · Mathematics 2022-10-13 Dirk A. Lorenz , Felix Schneppe

We study composite optimization problems in which the smooth part of the objective function is \( p \)-times continuously differentiable, where \( p \geq 1 \) is an integer. Higher-order methods are known to be effective for solving such…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

Optimization and Control · Mathematics 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…

Optimization and Control · Mathematics 2024-06-24 Ewa Bednarczuk , Giovanni Bruccola , Gabriele Scrivanti , The Hung Tran

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

Optimization and Control · Mathematics 2013-06-25 Marc Lassonde , Ludovic Nagesseur

In this paper, we introduce a new method for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. The iterative process is based on two well-known projection method and the hybrid (or…

Optimization and Control · Mathematics 2015-01-30 Yu. V. Malitsky , V. V. Semenov

Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace, known as linkage problems. Despite their success, existing…

Optimization and Control · Mathematics 2025-04-02 Brecht Evens , Puya Latafat , Panagiotis Patrinos

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

Variational inequalities offer a versatile and straightforward approach to analyzing a broad range of equilibrium problems in both theoretical and practical fields. In this paper, we consider a composite generally non-monotone variational…

Optimization and Control · Mathematics 2025-02-06 Roman Emelyanov , Andrey Tikhomirov , Aleksandr Beznosikov , Alexander Gasnikov

Monotonicity of pairs of operators is an extension of monotonicity of operators, which plays an important role in solving non-monotone inclusions. One of challenging problems in this new tool is how to design the associated mappings to…

Optimization and Control · Mathematics 2026-01-21 Ba Khiet Le , Zakaria Mazgouri , Michel Théra

We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…

Optimization and Control · Mathematics 2022-05-05 Avinash Dixit , D. R. Sahu , Pankaj Gautam , T. Som

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu
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