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We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…

Optimization and Control · Mathematics 2026-02-13 Patrick L. Combettes , Javier I. Madariaga

The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators. By employing some…

Functional Analysis · Mathematics 2013-07-30 Radu Ioan Bot , Christopher Hendrich

In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…

Optimization and Control · Mathematics 2016-04-08 R. Díaz Millán

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…

Optimization and Control · Mathematics 2026-04-20 Minh N. Dao , Matthew K. Tam , Thang D. Truong

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

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

The goal of this paper is to present two algorithms for solving systems of inclusion problems, with all component of the systems being a sum of two maximal monotone operators. The algorithms are variants of the forward-backward splitting…

Optimization and Control · Mathematics 2018-05-28 R. Díaz Millán

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 propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and…

Optimization and Control · Mathematics 2021-03-12 Minh N. Bùi , Patrick L. Combettes

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

We consider the problem of solving dual monotone inclusions involving sums of composite parallel-sum type operators. A feature of this work is to exploit explicitly the cocoercivity of some of the operators appearing in the model. Several…

Optimization and Control · Mathematics 2011-10-11 Bang Cong Vu

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed. Each inclusion in the primal system features compositions with…

Optimization and Control · Mathematics 2013-02-14 Patrick L. Combettes

In this paper, we introduce three novel splitting algorithms for solving structured monotone inclusion problems involving the sum of a maximally monotone operator, a monotone and Lipschitz continuous operator and a cocoercive operator. Each…

Optimization and Control · Mathematics 2025-11-19 Liqian Qin , Aviv Gibali , Cuijie Zhang , Yuchao Tang

We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the nonempty set of zeros of…

Optimization and Control · Mathematics 2018-07-31 Nimit Nimana , Narin Petrot

In this work, we propose a new splitting algorithm for solving structured monotone inclusion problems composed of a maximally monotone operator, a maximally monotone and Lipschitz continuous operator and a cocoercive operator. Our method…

Optimization and Control · Mathematics 2025-11-07 Liqian Qin , Yuchao Tang , Jigen Peng

Resolvents of set-valued operators play a central role in various branches of mathematics and in particular in the design and the analysis of splitting algorithms for solving monotone inclusions. We propose a generalization of this notion,…

Optimization and Control · Mathematics 2020-06-24 Minh N. Bùi , Patrick L. Combettes

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

In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…

Optimization and Control · Mathematics 2024-10-30 Luis Briceño-Arias , Sergio López-Rivera , Emilio Vilches

Monotone inclusions involving the sum of three maximally monotone operators or more have received much attention in recent years. In this paper, we propose three splitting algorithms for finding a zero of the sum of four monotone operators,…

Optimization and Control · Mathematics 2022-04-19 Jinjian Chen , Yuchao Tang
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