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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 provide two weakly convergent algorithms for finding a zero of the sum of a maximally monotone operator, a cocoercive operator, and the normal cone to a closed vector subspace of a real Hilbert space. The methods exploit the intrinsic…

Optimization and Control · Mathematics 2012-12-27 Luis M. Briceño-Arias

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however…

Optimization and Control · Mathematics 2012-12-04 Radu Ioan Bot , Christopher Hendrich

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

In this article, we study the convergence of algorithms for solving monotone inclusions in the presence of adjoint mismatch. The adjoint mismatch arises when the adjoint of a linear operator is replaced by an approximation, due to…

Optimization and Control · Mathematics 2023-11-10 Emilie Chouzenoux , Jean-Christophe Pesquet , Fernando Roldán

In this paper, based on inertial and Tseng's ideas, we propose two projection-based algorithms to solve a monotone inclusion problem in infinite dimensional Hilbert spaces. Solution theorems of strong convergence are obtained under the…

Optimization and Control · Mathematics 2020-08-31 Bing Tan , Zheng Zhou , Xiaolong Qin

We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the…

Optimization and Control · Mathematics 2014-03-31 Radu Ioan Bot , Ernö Robert Csetnek , Christopher Hendrich

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a monotone continuous operator by evaluating the latter twice per iteration. In this paper, we modify Tseng's algorithm for finding a zero of the sum of three…

Optimization and Control · Mathematics 2018-03-26 Luis M. Briceño-Arias , Damek Davis

We shed light on the structure of the "three-operator" version of the forward-Douglas--Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the…

Optimization and Control · Mathematics 2018-05-02 Hugo Raguet

In this article, we study inertial algorithms for numerically solving monotone inclusions involving the sum of a maximally monotone and a cocoercive operator. In particular, we analyze the convergence of inertial and relaxed versions of the…

Optimization and Control · Mathematics 2024-12-04 Fernando Roldán , Cristian Vega

We consider the monotone inclusion problem with a sum of 3 operators, in which 2 are monotone and 1 is monotone-Lipschitz. The classical Douglas--Rachford and Forward-backward-forward methods respectively solve the monotone inclusion…

Optimization and Control · Mathematics 2019-10-17 Ernest K. Ryu , Bang Cong Vu

We consider the primal problem of finding the zeros of the sum of a maximally monotone operator with the composition of another maximally monotone operator with a linear continuous operator and a corresponding dual problem formulated by…

Optimization and Control · Mathematics 2012-06-27 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that resolvents of the operators are available, this problem can be tackled with the Douglas-Rachford…

Optimization and Control · Mathematics 2021-09-24 Heinz H. Bauschke , Shambhavi Singh , Xianfu Wang

We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator and a cocoercive operator in Hilbert spaces. Our general…

Optimization and Control · Mathematics 2015-07-28 Patrick L. Combettes , Jean-Christophe Pesquet

In this paper, we propose variants of forward-backward splitting method for solving the system of splitting inclusion problem. We propose a conceptual algorithm containing three variants, each having a different projection steps. The…

Optimization and Control · Mathematics 2016-01-05 R. Díaz Millán

We deal with monotone inclusion problems of the form $0\in Ax+Dx+N_C(x)$ in real Hilbert spaces, where $A$ is a maximally monotone operator, $D$ a cocoercive operator and $C$ the nonempty set of zeros of another cocoercive operator. We…

Functional Analysis · Mathematics 2013-06-04 Radu Ioan Bot , Ernö Robert Csetnek

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