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Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

Optimization and Control · Mathematics 2024-03-21 Siqi Qu , Mathias Staudigl

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

Optimization and Control · Mathematics 2022-06-14 Ahmet Alacaoglu , Yura Malitsky

The goal of this paper is to provide computational tools able to find a solution of a system of polynomial inequalities. The set of inequalities is reformulated as a system of polynomial equations. Three different methods, two of which…

Dynamical Systems · Mathematics 2016-03-04 Laura Menini , Corrado Possieri , Antonio Tornambè

We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…

Computational Physics · Physics 2009-11-07 S. S. Gousheh , H. R. Sepangi , K. Ghafoori-Tabrizi

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…

Optimization and Control · Mathematics 2026-01-07 Daniel Cortild , Meggie Marschner , Mathias Staudigl

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An iterative scheme is constructed for…

Numerical Analysis · Mathematics 2008-03-31 N. S. Hoang , A. G. Ramm

In this paper, we discuss variational inequality (VI) problems without monotonicity from the perspective of convergence of projection-type algorithms. In particular, we identify existing conditions as well as present new conditions that are…

Optimization and Control · Mathematics 2023-04-11 Kevin Huang , Shuzhong Zhang

In this paper an inexact proximal point method for variational inequalities in Hadamard manifolds is introduced and studied its convergence properties. The main tool used for presenting the method is the concept of enlargement of monotone…

Optimization and Control · Mathematics 2015-11-30 E. E. A. Batista , G. C. Bento , O. P. Ferreira

In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Adnane Saoud , Murat Arcak

Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational…

Optimization and Control · Mathematics 2026-02-10 Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Di Liu , Luiz-Rafael Santos

In this paper, we study the strong convergence of two Mann-type inertial extragradient algorithms, which are devised with a new step size, for solving a variational inequality problem with a monotone and Lipschitz continuous operator in…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Songxiao Li

We introduce the resolvent composition, a monotonicity-preserving operation between a linear operator and a set-valued operator, as well as the proximal composition, a convexity-preserving operation between a linear operator and a function.…

Optimization and Control · Mathematics 2023-07-25 Patrick L. Combettes

In this paper, we present a novel stochastic method for solving variational inequalities (VI) in the context of Markovian noise. By leveraging Extragradient technique, we can productively solve VI optimization problems characterized by…

Optimization and Control · Mathematics 2026-05-18 Vladimir Solodkin , Michael Ermoshin , Roman Gavrilenko , Aleksandr Beznosikov

In this paper, we consider the solvability of a class of nonlinear fourth order integro-differential equations with Navier boundary condition. We first deal with a corresponding linear problem and establish a maximum principle. Using the…

Classical Analysis and ODEs · Mathematics 2020-03-11 Jinxiang Wang

This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…

Optimization and Control · Mathematics 2021-03-25 Donghwan Kim

In this paper, we propose a general extra-gradient scheme for solving monotone variational inequalities (VI), referred to here as Approximation-based Regularized Extra-gradient method (ARE). The first step of ARE solves a VI subproblem with…

Optimization and Control · Mathematics 2022-10-11 Kevin Huang , Shuzhong Zhang

Tools of the intrinsic analysis on manifolds, helpful in solving the invariant inverse problem of the calculus of variations are being presented comprising a combined approach which consists in the simultaneous imposition of symmetry…

General Mathematics · Mathematics 2017-08-22 Roman Ya. Matsyuk

Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio in aGRAAL, the convergence speed…

Optimization and Control · Mathematics 2026-04-07 Reza Rahimi Baghbadorani , Peyman Mohajerin Esfahani , Sergio Grammatico