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The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

In this paper, we derive a Fast Reflected Forward-Backward (Fast RFB) algorithm to solve the problem of finding a zero of the sum of a maximally monotone operator and a monotone and Lipschitz continuous operator in a real Hilbert space. Our…

Optimization and Control · Mathematics 2025-10-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

We consider the problem of finding a fixed point of a nonexpansive mapping, which is also a solution of a pseudo-monotone equilibrium problem, where the bifunction in the equilibrium problem is the sum of two ones. We propose a splitting…

Optimization and Control · Mathematics 2018-05-08 Le Dung Muu , Xuan Thanh Le

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…

Optimization and Control · Mathematics 2015-07-31 Damek Davis

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

Optimization and Control · Mathematics 2025-04-29 Keita Kume , Isao Yamada

Monotone inclusion problems occur in many areas of optimization and variational analysis. Splitting methods, which utilize resolvents or proximal mappings of the underlying operators, are often applied to solve these problems. In 2022,…

Optimization and Control · Mathematics 2025-04-24 Heinz H. Bauschke , Walaa M. Moursi , Shambhavi Singh , Xianfu Wang

This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general…

Optimization and Control · Mathematics 2017-11-07 Renato D. C. Monteiro , Chee-Khian Sim

In this paper, under the monotonicity of pairs of operators, we propose some Generalized Proximal Point Algorithms to solve non-monotone inclusions using warped resolvents and transformed resolvents. The weak, strong, and linear convergence…

Optimization and Control · Mathematics 2025-01-24 Ba Khiet Le , Minh N. Dao , Michel Théra

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

In this paper, we propose an improved iterative method for solving the monotone inclusion problem in the form of $0 \in Ax + Dx + N_{C}(x)$ in real Hilbert space, where $A$ is a maximally monotone operator, $D$ and $B$ are monotone and…

Optimization and Control · Mathematics 2023-06-30 Buris Tongnoi

We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…

Optimization and Control · Mathematics 2022-08-15 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…

Optimization and Control · Mathematics 2015-03-13 Donald Goldfarb , Shiqian Ma

This note is devoted to the splitting algorithm proposed by Davis and Yin in 2017 for computing a zero of the sum of three maximally monotone operators, with one of them being cocoercive. We provide a direct proof that guarantees its…

Optimization and Control · Mathematics 2022-01-19 Francisco J. Aragón-Artacho , David Torregrosa-Belén

In this work, we address a class of nonconvex nonsmooth optimization problems where the objective function is the sum of two smooth functions (one of which is proximable) and two nonsmooth functions (one proper, closed and proximable, and…

Optimization and Control · Mathematics 2025-03-26 Jan Harold Alcantara , Ching-pei Lee , Akiko Takeda

This work describes a new variant of projective splitting for solving maximal monotone inclusions and complicated convex optimization problems. In the new version, cocoercive operators can be processed with a single forward step per…

Optimization and Control · Mathematics 2020-08-24 Patrick R. Johnstone , Jonathan Eckstein

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…

Machine Learning · Statistics 2021-06-29 Fabian Pedregosa

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

Machine Learning · Statistics 2021-07-19 Seyoon Ko , Donghyeon Yu , Joong-Ho Won

This article analyses the simple projection method proposed by Izuchukwu et al. [8, Algorithm 3.2] for solving variational inequality problems by incorporating momentum terms. A new step size strategy is also introduced, in which the step…

Optimization and Control · Mathematics 2025-05-12 Gourav Kumar , Santanu Soe , V. Vetrivel