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Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

Optimization and Control · Mathematics 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

The linear complementarity problem (LCP) is a general set membership problem that includes quadratic cone programming as a special case. In this work we consider a homogeneous embedding of the LCP, which encodes both the optimality…

Optimization and Control · Mathematics 2021-06-15 Brendan O'Donoghue

In this paper we study an algorithm for solving a minimization problem composed of a differentiable (possibly non-convex) and a convex (possibly non-differentiable) function. The algorithm iPiano combines forward-backward splitting with an…

Computer Vision and Pattern Recognition · Computer Science 2014-04-21 Peter Ochs , Yunjin Chen , Thomas Brox , Thomas Pock

In this work we study a constrained monotone inclusion involving the normal cone to a closed vector subspace and a priori information on primal solutions. We model this information by imposing that solutions belongs to the fixed point set…

Optimization and Control · Mathematics 2021-11-02 Luis Briceño-Arias , Julio Deride , Sergio López-Rivera , Francisco J. Silva

This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…

Optimization and Control · Mathematics 2025-05-20 Saeed Hashemi Sababe , Ehsan Lotfali Ghasab

We propose a geometric framework to describe and analyze a wide array of operator splitting methods for solving monotone inclusion problems. The initial inclusion problem, which typically involves several operators combined through…

Optimization and Control · Mathematics 2024-11-20 Patrick L. Combettes

This work is devoted to establish the strong convergence results of an iterative algorithm generated by the shrinking projection method in Hilbert spaces. The proposed approximation sequence is used to find a common element in the set of…

Functional Analysis · Mathematics 2018-03-07 Abdul Ghaffar , Zafar Ullah , Muhammad Aqeel Ahmad Khan , Faisal Mumtaz

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

Optimization and Control · Mathematics 2020-11-23 Tristan van Leeuwen , Aleksandr Aravkin

In this paper, we introduce an inertial Tseng's extragradient method for solving multi-valued variational inequalits, in which only one projection is needed at each iterate. We also obtain the strong convergence results of the proposed…

Optimization and Control · Mathematics 2020-11-26 Changjie Fang , Ruirui Zhang , Shenglan Chen

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

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

In this paper, we propose a new fast and robust recursive algorithm for near-separable nonnegative matrix factorization, a particular nonnegative blind source separation problem. This algorithm, which we refer to as the successive…

Machine Learning · Statistics 2014-07-01 Nicolas Gillis

In this paper, we propose and study the iteration complexity of an inexact Douglas-Rachford splitting (DRS) method and a Douglas-Rachford-Tseng's forward-backward (F-B) splitting method for solving two-operator and four-operator monotone…

Optimization and Control · Mathematics 2017-12-01 M. Marques Alves , M. Geremia

In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a ``nonsmooth + smooth'' composite structure, we further propose an…

Optimization and Control · Mathematics 2021-06-30 Xin He , Rong Hu , Ya-Ping Fang

We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex minimization template. We provide practical guidance on the…

Optimization and Control · Mathematics 2019-05-01 Volkan Cevher , Bang Cong Vu , Alp Yurtsever

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

Splitting algorithms for finding a zero of sum of operators often involve multiple steps which are referred to as forward or backward steps. Forward steps are the explicit use of the operators and backward steps involve the operators…

Optimization and Control · Mathematics 2021-04-13 Minh N. Dao , Hung M. Phan

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

In these notes we propose and analyze an inertial type method for obtaining stable approximate solutions to nonlinear ill-posed operator equations. The method is based on the Levenberg-Marquardt (LM) iteration. The main obtained results…

Numerical Analysis · Mathematics 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

In this paper, we introduce a split general quasi-variational inequality problem which is a natural extension of split variational inequality problem, quasi-variational and variational inequality problems in Hilbert spaces. Using projection…

Optimization and Control · Mathematics 2013-08-14 Kaleem Raza Kazmi
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