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In this paper, based on a double inertial extrapolation steps strategy and relaxation techniques, we introduce a new Tseng splitting method with double inertial extrapolation steps and self-adaptive step sizes for solving monotone inclusion…

Optimization and Control · Mathematics 2022-09-27 Zhong-bao Wang , Zhen-yin Lei , Xin Long , Zhang-you Chen

In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method…

Optimization and Control · Mathematics 2022-04-22 O. P. Ferreira , G. N. Grapiglia , E. M. Santos , J. C. O. Souza

We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and complexity analysis, allowing for an unbounded feasible set,…

Optimization and Control · Mathematics 2017-03-02 Alfredo Iusem , Alejandro Jofré , Roberto I. Oliveira , Philip Thompson

In this paper, we introduce a new hybrid algorithm for solving equilibrium problems. The algorithm combines the extragradient method and the hybrid (outer approximation) method. In this algorithm, only an optimization program is solved at…

Optimization and Control · Mathematics 2015-10-29 Dang Van Hieu

The subgradient extragradient method for solving the variational inequality (VI) problem, which is introduced by Censor et al. \cite{CGR}, replaces the second projection onto the feasible set of the VI, in the extragradient method, with a…

Optimization and Control · Mathematics 2018-01-03 Qiao-Li Dong , Dan Jiang , Aviv Gibali

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…

Numerical Analysis · Mathematics 2017-01-12 Liu Yang , Yuquan Sun , Fanghui Gong

The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of…

Optimization and Control · Mathematics 2018-04-26 E. E. A. Batista , G. C. Bento , O. P. Ferreira

In this paper, we propose and study the asymptotic convergence and nonasymptotic global convergence rates (iteration-complexity) of an inertial under-relaxed version of the relative-error hybrid proximal extragradient (HPE) method for…

Optimization and Control · Mathematics 2018-12-06 M. Marques Alves , Raul T. Marcavillaca

We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…

Optimization and Control · Mathematics 2024-03-18 Shida Wang , Jalal Fadili , Peter Ochs

In this paper, we propose an Anderson-accelerated stochastic extragradient algorithm for solving a class of stochastic variational inequalities, by incorporating Anderson acceleration into the stochastic extragradient method under a…

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

We suggest simple implementable modifications of conditional gradient and gradient projection methods for smooth convex optimization problems in Hilbert spaces. Usually, the custom methods attain only weak convergence. We prove strong…

Optimization and Control · Mathematics 2017-05-04 Igor Konnov

We study equilibrium problems in Hadamard spaces, which extend variational inequalities and many other problems in nonlinear analysis. In this paper, first we study the existence of solutions of equilibrium problems associated with…

Functional Analysis · Mathematics 2016-11-08 Hadi Khatibzadeh , Vahid Mohebbi

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

We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration…

Optimization and Control · Mathematics 2023-04-25 Le Hai Yen , Le Dung Muu

We provide sufficient conditions for instability of the subgradient method with constant step size around a local minimum of a locally Lipschitz semi-algebraic function. They are satisfied by several spurious local minima arising in robust…

Optimization and Control · Mathematics 2023-06-30 Cédric Josz , Lexiao Lai

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti , Piero Colli Franzone

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

In this paper, we introduce an inertial Tseng's extragradient method for solving multi-valued variational inequalits, in which only one projection is needed at each iterate. We also obtain the strong convergence results of the proposed…

Optimization and Control · Mathematics 2020-11-26 Changjie Fang , Ruirui Zhang , Shenglan Chen