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We study a general convex optimization problem, which covers various classic problems in different areas and particularly includes many optimal transport related problems arising in recent years. To solve this problem, we revisit the…

Optimization and Control · Mathematics 2022-05-18 Lei Yang , Kim-Chuan Toh

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

In this paper, under the monotonicity of pairs of operators, we propose some Generalized Proximal Point Algorithms to solve non-monotone inclusions using warped resolvents and transformed resolvents. The weak, strong, and linear convergence…

Optimization and Control · Mathematics 2025-01-24 Ba Khiet Le , Minh N. Dao , Michel Théra

This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theoretical framework for inexact proximal point (IPP) methods…

Optimization and Control · Mathematics 2025-06-03 Minxin Zhang , Fuqun Han , Yat Tin Chow , Stanley Osher , Hayden Schaeffer

We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is sufficient for linear convergence to a zero of a maximal…

Optimization and Control · Mathematics 2009-02-25 D. Leventhal

The proximal point algorithm plays a central role in non-smooth convex programming. The Augmented Lagrangian Method, one of the most famous optimization algorithms, has been found to be closely related to the proximal point algorithm. Due…

Optimization and Control · Mathematics 2024-12-13 Ya-xiang Yuan , Yi Zhang

In this paper we study a nonlinear dual space preconditioning approach for the relaxed Proximal Point Algorithm (PPA) with application to monotone and relatively cohypomonotone inclusions, called anisotropic PPA. The algorithm is an…

Optimization and Control · Mathematics 2025-12-30 Emanuel Laude , Panagiotis Patrinos

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

Optimization and Control · Mathematics 2026-03-16 Zepeng Wang , Juan Peypouquet

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

In this paper, we propose an efficient numerical approach for solving a specific type of quartic inhomogeneous polynomial optimization problem inspired by practical applications. The primary contribution of this work lies in establishing an…

Optimization and Control · Mathematics 2026-01-01 Haibin Chen , Yixuan Chen , Chunyan Wang , Qi Fan

This Note is inspired by the recent paper by Djafary Rouhani and Moradi [J. Optim. Theory Appl. 172 (2017) 222-235], where a proximal point algorithm proposed by Boikanyo and Moro\c{s}anu [Optim. Lett. 7 (2013) 415-420] is discussed. We…

Optimization and Control · Mathematics 2017-03-14 Gheorghe Morosanu

Efficient methods for non-convex black-box optimization largely rely on sampling. In this context, the Zeroth-Order Proximal Operator (ZOPO) and the corresponding Zeroth-Order Proximal Point Algorithm (ZOPPA) have attracted significant…

Optimization and Control · Mathematics 2026-05-13 Emanuele Naldi , Hippolyte Labarrière , Cesare Molinari , Silvia Villa

We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method…

Exactly Solvable and Integrable Systems · Physics 2007-11-16 Dan Butnariu , Gabor Kassay

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate…

Optimization and Control · Mathematics 2024-08-20 Ba Khiet Le , Michel Théra

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Optimization and Control · Mathematics 2023-03-07 Luyao Guo , Xinli Shi , Jinde Cao , Zihao Wang

We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is…

Machine Learning · Computer Science 2015-03-20 Ranch Y. Q. Lai , Pong C. Yuen

In this work, we establish convergence results for the distributed proximal point algorithm (DPPA) for distributed optimization problems. We consider the problem on the whole domain Rd and find a general condition on the stepsize and cost…

Optimization and Control · Mathematics 2023-07-11 Woocheol Choi