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Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…

Machine Learning · Computer Science 2026-05-19 Mohammad S. Alkousa , Fedor S. Stonyakin , Belal A. Alashqar , Seydamet S. Ablaev

We propose a prototypical Split Inverse Problem (SIP) and a new variational problem, called the Split Variational Inequality Problem (SVIP), which is a SIP. It entails finding a solution of one inverse problem (e.g., a Variational…

Optimization and Control · Mathematics 2011-08-11 Yair Censor , Aviv Gibali , Simeon Reich

We introduce and study the Split Common Null Point Problem (SCNPP) for set-valued maximal monotone mappings in Hilbert spaces. This problem generalizes our Split Variational Inequality Problem (SVIP) [Y. Censor, A. Gibali and S. Reich,…

Optimization and Control · Mathematics 2012-04-17 Charles Byrne , Yair Censor , Aviv Gibali , Simeon Reich

The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this paper, we investigate the inexact variants of the scheme in…

Optimization and Control · Mathematics 2025-05-28 Ling Liang , Zusen Xu , Kim-Chuan Toh , Jia-Jie Zhu

In this paper we study variational inequalities in a real Hilbert space, which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $C$. We assume that the set $C$ can be outerly…

Optimization and Control · Mathematics 2017-02-06 Aviv Gibali , Simeon Reich , Rafal Zalas

We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…

Optimization and Control · Mathematics 2024-08-14 Ahmet Alacaoglu , Donghwan Kim , Stephen J. Wright

Using the theory of Hilbert direct integrals, we introduce and study a monotonicity-preserving operation, termed the integral resolvent mixture. It combines arbitrary families of monotone operators acting on different spaces and linear…

Optimization and Control · Mathematics 2024-08-13 Minh N. Bùi , Patrick L. Combettes

A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed. Each inclusion in the primal system features compositions with…

Optimization and Control · Mathematics 2013-02-14 Patrick L. Combettes

We investigate the monotonicity method for fractional semilinear elliptic equations with power type nonlinearities. We prove that if-and-only-if monotonicity relations between coefficients and the derivative of the Dirichlet-to-Neumann map…

Analysis of PDEs · Mathematics 2020-12-08 Yi-Hsuan Lin

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

Functional Analysis · Mathematics 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

The blind deconvolution problem seeks to recover a pair of vectors from a set of rank one bilinear measurements. We consider a natural nonsmooth formulation of the problem and show that under standard statistical assumptions, its moduli of…

Optimization and Control · Mathematics 2019-01-21 Vasileios Charisopoulos , Damek Davis , Mateo Díaz , Dmitriy Drusvyatskiy

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

This paper presents an improved forward-backward splitting algorithm with two inertial parameters. It aims to find a point in the real Hilbert space at which the sum of a co-coercive operator and a maximal monotone operator vanishes. Under…

Machine Learning · Computer Science 2025-05-08 İrfan Işik , Ibrahim Karahan , Okan Erkaymaz

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…

Optimization and Control · Mathematics 2015-07-28 Quoc Tran-Dinh , Bang Cong Vu

The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…

Optimization and Control · Mathematics 2023-11-22 Alexander Titov , Fedor Stonyakin , Mohammad Alkousa , Alexander Gasnikov

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 introduce a relaxed inertial forward-backward-forward (RIFBF) splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitz continuous operator. This work aims…

Optimization and Control · Mathematics 2020-03-24 Radu Ioan Bot , Michael Sedlmayer , Phan Tu Vuong

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

In this paper, we introduce both monotone and nonmonotone variants of LiBCoD, a \textbf{Li}nearized \textbf{B}lock \textbf{Co}ordinate \textbf{D}escent method for solving composite optimization problems. At each iteration, a random block is…

Optimization and Control · Mathematics 2025-06-17 Yassine Nabou , Lahcen El Bourkhissi , Sebastian U. Stich , Tuomo Valkonen
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