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In this paper we propose a subgradient algorithm for solving the equilibrium problem where the bifunction may be quasiconvex with respect to the second variable. The convergence of the algorithm is investigated. A numerical example for a…

Optimization and Control · Mathematics 2019-11-04 Le Hai Yen , Le Dung Muu

We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…

Optimization and Control · Mathematics 2024-09-12 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

Numerical Analysis · Mathematics 2013-08-01 Felipe Cucker , Javier Peña , Vera Roshchina

The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also the methods do not require…

Optimization and Control · Mathematics 2018-03-26 Yura Malitsky

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In…

Optimization and Control · Mathematics 2018-04-30 Le Dung Muu , Phung Minh Duc , Xuan Thanh Le

In this paper, we discuss variational inequality (VI) problems without monotonicity from the perspective of convergence of projection-type algorithms. In particular, we identify existing conditions as well as present new conditions that are…

Optimization and Control · Mathematics 2023-04-11 Kevin Huang , Shuzhong Zhang

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an…

Numerical Analysis · Mathematics 2025-11-20 Xuehua Li , Linjie Chen , Dongmei Yu , Cairong Chen , Deren Han

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…

Optimization and Control · Mathematics 2021-08-18 Ioannis Anagnostides , Paolo Penna

Inverse optimization has received much attention in recent years, but little literature exists for solving generalized mixed integer inverse optimization. We propose a new approach for solving generalized mixed-integer inverse optimization…

Optimization and Control · Mathematics 2024-06-17 Ari J. Smith , Justin J. Boutilier

Tools of the intrinsic analysis on manifolds, helpful in solving the invariant inverse problem of the calculus of variations are being presented comprising a combined approach which consists in the simultaneous imposition of symmetry…

General Mathematics · Mathematics 2017-08-22 Roman Ya. Matsyuk

We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…

Optimization and Control · Mathematics 2024-07-22 Tianyi Lin , Michael. I. Jordan

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

We present a generic coordinate descent solver for the minimization of a nonsmooth convex objective with structure. The method can deal in particular with problems with linear constraints. The implementation makes use of efficient residual…

Optimization and Control · Mathematics 2019-09-27 Olivier Fercoq

A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A…

Optimization and Control · Mathematics 2018-12-27 Fedor Stonyakin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Titov

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

Optimization and Control · Mathematics 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap

We introduce a new dynamical system, at the interface between second-order dynamics with inertia and Newton's method. This system extends the class of inertial Newton-like dynamics by featuring a time-dependent parameter in front of the…

Optimization and Control · Mathematics 2024-02-13 Camille Castera , Hedy Attouch , Jalal Fadili , Peter Ochs

In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…

Optimization and Control · Mathematics 2019-11-12 Aviv Gibali , Karl-Heinz Küfer , Daniel Reem , Philipp Süss

In this paper, we introduce a new iterative method to find a common solution of a generalized mixed equilibrium problem, a variational inequality problem and a hierarchical fixed point problem for a demicontinuous nearly nonexpansive…

Functional Analysis · Mathematics 2014-09-17 Ibrahim Karahan

This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…

Optimization and Control · Mathematics 2026-03-03 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo