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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

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

In this paper, we focus on the relaxed proximal point algorithm (RPPA) for solving convex (possibly nonsmooth) optimization problems. We conduct a comprehensive study on three types of relaxation schedules: (i) constant schedule with…

Optimization and Control · Mathematics 2024-10-14 Bofan Wang , Shiqian Ma , Junfeng Yang , Danqing Zhou

We present an analysis of the Locally Competitive Algorithm (LCA), a Hopfield-style neural network that efficiently solves sparse approximation problems (e.g., approximating a vector from a dictionary using just a few non-zero…

Dynamical Systems · Mathematics 2015-03-19 Aurèle Balavoine , Justin Romberg , Christopher J. Rozell

We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\textsf{IRPN}$) method, for minimizing the sum of two closed proper convex functions, one of which…

Optimization and Control · Mathematics 2018-01-29 Man-Chung Yue , Zirui Zhou , Anthony Man-Cho So

We investigate the asymptotic behavior of Halpern-type iterations applied to quasi-nonexpansive operators arising in best approximation problems over the intersection of finitely many closed convex sets in $\mathbb{R}^n$. Assuming a local…

Optimization and Control · Mathematics 2026-05-29 Pablo Barros , Vincent Guigues , Roger Behling , Luiz-Rafael Santos

We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…

Optimization and Control · Mathematics 2022-04-26 Hong T. M. Chu , Ling Liang , Kim-Chuan Toh , Lei Yang

The high-dimensional rank lasso (hdr lasso) model is an efficient approach to deal with high-dimensional data analysis. It was proposed as a tuning-free robust approach for the high-dimensional regression and was demonstrated to enjoy…

Optimization and Control · Mathematics 2024-04-19 Xiaoning Bai , Qingna Li

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

Probability · Mathematics 2026-03-03 Kun Yin

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…

Optimization and Control · Mathematics 2024-04-23 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu

We investigate the proximal point algorithm (PPA) and its inexact extensions under an error bound condition, which guarantees a global linear convergence if the proximal regularization parameter is larger than the error bound condition…

Optimization and Control · Mathematics 2021-02-26 Meng Lu , Zheng Qu

This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…

Statistics Theory · Mathematics 2016-01-27 Gersende Fort , Eric Moulines , Amandine Schreck , Matti Vihola

We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…

Optimization and Control · Mathematics 2025-03-28 Manuel Schlenkrich , Jean-François Cordeau , Sophie N. Parragh

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…

Optimization and Control · Mathematics 2024-08-14 Ahmet Alacaoglu , Donghwan Kim , Stephen J. Wright

We propose and study the iteration-complexity of an inexact version of the Spingarn's partial inverse method. Its complexity analysis is performed by viewing it in the framework of the hybrid proximal extragradient (HPE) method, for which…

Optimization and Control · Mathematics 2016-11-01 S. Costa Lima , M. Marques Alves

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

A convergent numerical method for $\alpha$-dissipative solutions of the Hunter-Saxton equation is derived. The method is based on applying a tailor-made projection operator to the initial data, and then solving exactly using the generalized…

Numerical Analysis · Mathematics 2025-05-09 Thomas Christiansen , Katrin Grunert , Anders Nordli , Susanne Solem