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We investigate the convergence of a forward-backward-forward proximal-type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained…

Optimization and Control · Mathematics 2014-06-04 Radu Ioan Bot , Ernö Robert Csetnek

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We propose a forward-backward splitting algorithm based on Bregman distances for composite minimization problems in general reflexive Banach spaces. The convergence is established using the notion of variable quasi-Bregman monotone…

Optimization and Control · Mathematics 2016-10-10 Quang Van Nguyen

This paper introduces a non-variational quantum algorithm designed to solve a wide range of combinatorial optimisation problems, including constrained and non-binary problems. The algorithm leverages an engineered interference process…

Quantum Physics · Physics 2024-08-02 Tavis Bennett , Lyle Noakes , Jingbo Wang

In this paper, we propose two novel inertial-like algorithms for solving the split common null point problem (SCNPP) with respect to set-valued maximal operators. The features of the presented algorithm are using new inertial structure…

Numerical Analysis · Mathematics 2021-09-21 Yan Tang , Shiqing Zhang

The proximal extrapolated gradient method \cite{Malitsky18a} is an extension of the projected reflected gradient method \cite{Malitsky15}. Both methods were proposed for solving the classic variational inequalities. In this paper, we…

Optimization and Control · Mathematics 2019-08-19 Volkan Cevher , Bang Cong Vu

We study stochastic monotone inclusion problems, which widely appear in machine learning applications, including robust regression and adversarial learning. We propose novel variants of stochastic Halpern iteration with recursive variance…

Optimization and Control · Mathematics 2023-01-10 Xufeng Cai , Chaobing Song , Cristóbal Guzmán , Jelena Diakonikolas

We establish the weak convergence of inertial Krasnoselskii-Mann iterations towards a common fixed point of a family of quasi-nonexpansive operators, along with estimates for the non-asymptotic rate at which the residuals vanish. Strong and…

Optimization and Control · Mathematics 2023-08-23 Juan José Maulén , Ignacio Fierro , Juan Peypouquet

Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…

Optimization and Control · Mathematics 2015-04-07 Damek Davis , Wotao Yin

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

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 general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…

Optimization and Control · Mathematics 2018-04-23 Daria Ghilli , Karl Kunisch

A recent innovation in projective splitting algorithms for monotone operator inclusions has been the development of a procedure using two forward steps instead of the customary proximal steps for operators that are Lipschitz continuous.…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…

Functional Analysis · Mathematics 2017-01-20 K. R. Kazmi , Mohd Furkan

A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the…

Optimization and Control · Mathematics 2018-04-05 Pascal Bianchi , Walid Hachem , Adil Salim

We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…

Optimization and Control · Mathematics 2014-10-07 Abdullah Alotaibi , Patrick L. Combettes , N. Shahzad

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…

Machine Learning · Computer Science 2018-11-16 Andri Mirzal

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster