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Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…

Optimization and Control · Mathematics 2025-02-11 Oday Hazaimah

The extragradient (EG), introduced by G. M. Korpelevich in 1976, is a well-known method to approximate solutions of saddle-point problems and their extensions such as variational inequalities and monotone inclusions. Over the years,…

Optimization and Control · Mathematics 2023-03-31 Quoc Tran-Dinh

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 consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

This paper deals with a modified iterative projection method for approximating a solution of the hierarchical fixed point problem for a sequene of nearly nonexpansive mappings with respect to a nonexpansive mapping. It is shown that under…

Functional Analysis · Mathematics 2014-03-14 Ibrahim Karahan , Murat Ozdemir

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Stochastic bilevel optimization, which captures the inherent nested structure of machine learning problems, is gaining popularity in many recent applications. Existing works on bilevel optimization mostly consider either unconstrained…

Machine Learning · Computer Science 2023-02-14 Quan Xiao , Han Shen , Wotao Yin , Tianyi Chen

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…

Neural and Evolutionary Computing · Computer Science 2020-03-10 Quan Quan , Kai-Yuan Cai

We study the stochastic bilinear minimax optimization problem, presenting an analysis of the same-sample Stochastic ExtraGradient (SEG) method with constant step size, and presenting variations of the method that yield favorable…

Optimization and Control · Mathematics 2022-04-11 Chris Junchi Li , Yaodong Yu , Nicolas Loizou , Gauthier Gidel , Yi Ma , Nicolas Le Roux , Michael I. Jordan

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

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…

Optimization and Control · Mathematics 2020-02-12 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…

Optimization and Control · Mathematics 2026-02-20 Henri Lefebvre , Martin Schmidt , Simon Stevens , Johannes Thürauf

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…

Optimization and Control · Mathematics 2020-12-10 Matthias J. Ehrhardt , Lindon Roberts

This paper introduces a family of stochastic extragradient-type algorithms for a class of nonconvex-nonconcave problems characterized by the weak Minty variational inequality (MVI). Unlike existing results on extragradient methods in the…

Optimization and Control · Mathematics 2023-02-20 Thomas Pethick , Olivier Fercoq , Puya Latafat , Panagiotis Patrinos , Volkan Cevher

In this paper, a two-step inertial Tseng extragradient method involving self-adaptive and Armijo-like step sizes is introduced for solving variational inequalities with a quasimonotone cost function in the setting of a real Hilbert space.…

Optimization and Control · Mathematics 2026-01-16 Jian-Wen Peng , Jun-Jie Luo , Abubakar Adamu

Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

The article is devoted to some adaptive methods for variational inequalities with relatively smooth and relatively strongly monotone operators. Starting from the recently proposed proximal variant of the extragradient method for this class…

Optimization and Control · Mathematics 2023-08-02 S. S. Ablaev , F. S. Stonyakin , M. S. Alkousa , D. A. Pasechnyuk

This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

Optimization and Control · Mathematics 2018-03-26 Yu. Malitsky

In this paper, we propose a new inexact version of the projected subgradient method to solve nondifferentiable constrained convex optimization problems. The method combine $\epsilon$-subgradient method with a procedure to obtain a feasible…

Optimization and Control · Mathematics 2020-06-17 Ademir Alves Aguiar , Orizon Pereira Ferreira , Leandro da Fonseca Prudente