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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

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Machine Learning · Statistics 2020-07-13 Riccardo Grazzi , Luca Franceschi , Massimiliano Pontil , Saverio Salzo

This article derives lower bounds on the convergence rate of continuous-time gradient-based optimization algorithms. The algorithms are subjected to a time-normalization constraint that avoids a reparametrization of time in order to make…

Optimization and Control · Mathematics 2020-08-04 Michael Muehlebach , Michael I. Jordan

In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the…

Optimization and Control · Mathematics 2018-08-16 Jonathan M. Borwein , Guoyin Li , Matthew K. Tam

We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with…

Optimization and Control · Mathematics 2020-04-21 Nimit Nimana , Narin Petrot

Let f(t,X) be an irreducible polynomial over the field of rational functions k(t), where k is a number field. Let O be the ring of integers of k. Hilbert's irreducibility theorem gives infinitely many integral specializations of t to values…

Number Theory · Mathematics 2019-07-30 Peter Müller

Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…

Optimization and Control · Mathematics 2024-04-02 A. C. Bagy , Z. Chbani , H. Riahi

In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…

Optimization and Control · Mathematics 2015-02-25 Zhou Wei , Qing Hai He

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

We consider the problem of minimizing a function, which is the sum of a linear function and a composition of a strongly convex function with a linear transformation, over a compact polyhedral set. Jaggi and Lacoste-Julien [14] showed that…

Optimization and Control · Mathematics 2015-04-21 Amir Beck , Shimrit Shtern

Proving programs terminating is a fundamental computer science challenge. Recent research has produced powerful tools that can check a wide range of programs for termination. The analog for probabilistic programs, namely termination with…

Logic in Computer Science · Computer Science 2012-04-16 Javier Esparza , Andreas Gaiser , Stefan Kiefer

In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…

Functional Analysis · Mathematics 2015-03-13 Eric Cances , Virginie Ehrlacher , Tony Lelievre

The convergence rate of various first-order optimization algorithms is a pivotal concern within the numerical optimization community, as it directly reflects the efficiency of these algorithms across different optimization problems. Our…

Optimization and Control · Mathematics 2024-07-23 Chenyi Li , Ziyu Wang , Wanyi He , Yuxuan Wu , Shengyang Xu , Zaiwen Wen

We present a brief survey of existing mistake bounds and introduce novel bounds for the Perceptron or the kernel Perceptron algorithm. Our novel bounds generalize beyond standard margin-loss type bounds, allow for any convex and Lipschitz…

Machine Learning · Computer Science 2013-07-24 Mehryar Mohri , Afshin Rostamizadeh

We study how the supporting hyperplanes produced by the projection process can complement the method of alternating projections and its variants for the convex set intersection problem. For the problem of finding the closest point in the…

Optimization and Control · Mathematics 2014-02-11 C. H. Jeffrey Pang

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…

Optimization and Control · Mathematics 2025-05-20 Saeed Hashemi Sababe , Ehsan Lotfali Ghasab