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Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

最优化与控制 · 数学 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

Finding a zero of the sum of two monotone operators is one of the most important problems in monotone operator theory, and the forward-backward algorithm is the most prominent approach for solving this type of problem. The aim of this paper…

泛函分析 · 数学 2021-08-12 Ebru ALTIPARMAK , Ibrahim KARAHAN

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

最优化与控制 · 数学 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…

最优化与控制 · 数学 2015-12-31 J. Y. Bello Cruz , R. Diaz Millan

Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…

最优化与控制 · 数学 2015-04-07 Damek Davis , Wotao Yin

In a Hilbert setting, we introduce a new dynamical system and associated algorithms for solving monotone inclusions by rapid methods. Given a maximal monotone operator $A$, the evolution is governed by the time dependent operator $I -(I +…

最优化与控制 · 数学 2015-04-20 Hedy Attouch , Maicon Marques Alves , Benar F. Svaiter

This paper deals with an implicit Newton-like inertial dynamical system governed by a maximally comonotone inclusion problem in a Hilbert space. Under suitable conditions, we establish not only pointwise estimates and integral estimates for…

最优化与控制 · 数学 2024-05-13 Z. Z. Tan , R. Hu , Y. P. Fang

It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…

机器学习 · 统计学 2021-03-17 Xun Zhang , William B. Haskell , Zhisheng Ye

The split common fixed-point problem is an inverse problem that consists in finding an element in a fixed-point set such that its image under a bounded linear operator belongs to another fixed-point set. Recently Censor and Segal proposed…

最优化与控制 · 数学 2014-11-03 Huanhuan Cui , Fenghui Wang

In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…

最优化与控制 · 数学 2018-12-20 Mario Souto , Joaquim D. Garcia , Alvaro Veiga

We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundational result by Ryu, we fully characterize all methods that…

最优化与控制 · 数学 2025-04-16 Anton Åkerman , Enis Chenchene , Pontus Giselsson , Emanuele Naldi

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…

最优化与控制 · 数学 2023-06-30 Buris Tongnoi

In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…

最优化与控制 · 数学 2024-10-30 Luis Briceño-Arias , Sergio López-Rivera , Emilio Vilches

The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this paper we explore the behaviour of the algorithm when the inclusion problem has no solution. We…

最优化与控制 · 数学 2016-08-09 Walaa M. Moursi

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

最优化与控制 · 数学 2021-07-05 Kanat Camlibel , Luigi Iannelli , Aneel Tanwani

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

泛函分析 · 数学 2026-03-19 Watanjeet Singh , Sumit Chandok

We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…

最优化与控制 · 数学 2022-05-05 Avinash Dixit , D. R. Sahu , Pankaj Gautam , T. Som

The proximal extrapolated gradient method \cite{Malitsky18a} is an extension of the projected reflected gradient method \cite{Malitsky15}. Both methods were proposed for solving the classic variational inequalities. In this paper, we…

最优化与控制 · 数学 2019-08-19 Volkan Cevher , Bang Cong Vu

The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

最优化与控制 · 数学 2018-07-12 Lilian E. Glaudin

In this chapter, the Hilbert space framework in the mathematical theory of composite materials is introduced for studying the properties of effective operators. The goal is to introduce some of the key concepts and fundamental theorems in…

数学物理 · 物理学 2025-12-11 Aaron Welters