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We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

In this paper, we introduce a new method for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. The iterative process is based on two well-known projection method and the hybrid (or…

Optimization and Control · Mathematics 2015-01-30 Yu. V. Malitsky , V. V. Semenov

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…

Optimization and Control · Mathematics 2015-04-23 Sebastian Banert , Radu Ioan Bot

Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

Optimization and Control · Mathematics 2024-03-21 Siqi Qu , Mathias Staudigl

In infinite-dimensional Hilbert spaces we device a class of strongly convergent primal-dual schemes for solving variational inequalities defined by a Lipschitz continuous and pseudomonote map. Our novel numerical scheme is based on Tseng's…

Optimization and Control · Mathematics 2019-08-27 Benoit Duvocelle , Dennis Meier , Mathias Staudigl , Phan Tu Vuong

We introduce a dynamical system to the problem of finding zeros of the sum of two maximally monotone operators. We investigate the existence, uniqueness and extendability of solutions to this dynamical system in a Hilbert space. We prove…

Classical Analysis and ODEs · Mathematics 2021-08-17 Ewa M. Bednarczuk , Raj Narayan Dhara , Krzysztof E. Rutkowski

In this paper we investigate in a Hilbert space setting a second order dynamical system of the form $$\ddot{x}(t)+\g(t)\dot{x}(t)+x(t)-J_{\lambda(t) A}\big(x(t)-\lambda(t) D(x(t))-\lambda(t)\beta(t)B(x(t))\big)=0,$$ where $A:{\mathcal…

Dynamical Systems · Mathematics 2017-01-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl

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 article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…

Numerical Analysis · Mathematics 2021-10-11 Shamshad Husain , Uqba Rafat

For a general discrete dynamics on a Banach and Hilbert spaces we give a necessary and sufficient conditions of the existence of bounded solutions under assumption that the homogeneous difference equation admits an exponential dichotomy on…

Dynamical Systems · Mathematics 2017-12-18 Oleksandr Pokutnyi

This paper is based on Tseng's exgradient algorithm for solving variational inequality problems in real Hilbert spaces. Under the assumptions that the cost operator is quasimonotone and Lipschitz continuous, we establish the strong…

Optimization and Control · Mathematics 2026-01-14 Meiying Wang , Hongwei Liu , Jun Yang

We introduce a forward-backward-forward (FBF) algorithm for solving bilevel equilibrium problem associated with bifunctions on a real Hilbert space. This modifies the forward-backward algorithm by relaxing cocoercivity with monotone and…

Optimization and Control · Mathematics 2024-03-19 Kanchan Mittal , Pankaj Gautam , V. Vetrivel

We propose in this work a subgradient extragradient method with inertial and correction terms for solving equilibrium problems in a real Hilbert space. We obtain that the sequence generated by our proposed method converges weakly to a point…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Chinedu Izuchukwu , Chibueze CHristian Okeke , Dilber Uzun Ozsahin , Abubakar Adamu

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

This paper is concerned with the inverse spectral problem for the third-order differential equation with distribution coefficient. The inverse problem consists in the recovery of the differential expression coefficients from the spectral…

Spectral Theory · Mathematics 2023-03-24 Natalia P. Bondarenko

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

Optimization and Control · Mathematics 2022-05-23 Xin He , Rong Hu , Ya-Ping Fang

In the context of convex optimization problems in Hilbert spaces, we induce inertial effects into the classical ADMM numerical scheme and obtain in this way so-called inertial ADMM algorithms, the convergence properties of which we…

Optimization and Control · Mathematics 2014-04-18 Radu Ioan Bot , Ernö Robert Csetnek