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We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

Optimization and Control · Mathematics 2022-07-27 Konstantin Sonntag , Sebastian Peitz

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 propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

In this paper we introduce a new gradient method which attains quadratic convergence in a certain sense. Applicable to infinite-dimensional unconstrained minimization problems posed in a Hilbert space $H$, the approach consists in finding…

Numerical Analysis · Mathematics 2018-03-08 Arian Novruzi , Bartosz Protas

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…

Functional Analysis · Mathematics 2020-02-11 Szilárd Csaba László

In this paper, we study the convergence properties of an iterative algorithm for fast nonlinear model predictive control of quasi-linear parameter-varying systems without inequality constraints. Compared to previous works considering this…

Optimization and Control · Mathematics 2023-09-15 Christian Hespe , Herbert Werner

We propose and study a strongly convergent inexact inertial projective splitting (PS) algorithm for finding zeros of composite monotone inclusion problems involving the sum of finitely many maximal monotone operators. Strong convergence of…

Optimization and Control · Mathematics 2025-07-09 M. Marques Alves , J. E. Navarro Caballero , R. T. Marcavillaca

We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Austine Efut Ofem , Kalu Okam Okorie , Chinedu Izuchukwu , Chibueze Christian Okeke

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

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 study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…

Optimization and Control · Mathematics 2016-09-14 Patrick R. Johnstone , Pierre Moulin

We prove quantitative Runge type approximation results for spaces of smooth zero solutions of several classes of linear partial differential operators with constant coefficients. Among others, we establish such results for arbitrary…

Analysis of PDEs · Mathematics 2025-07-01 Andreas Debrouwere , Thomas Kalmes

This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…

Optimization and Control · Mathematics 2025-05-08 Lkhamsuren Altangerel

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

In this paper, we investigate the attractive properties of the proximal gradient algorithm with inertia. Notably, we show that using alternated inertia yields monotonically decreasing functional values, which contrasts with usual…

Optimization and Control · Mathematics 2018-01-18 Franck Iutzeler , Jerome Malick

We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…

Optimization and Control · Mathematics 2026-02-23 Pedro Felzenszwalb , Heon Lee

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos