相关论文: A von Neumann Alternating Method for Finding Commo…

This paper is about line search for the generalized alternating projections (GAP) method. This method is a generalization of the von Neumann alternating projections method, where instead of performing alternating projections, relaxed…

The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas:…

Solving large-scale systems of nonlinear equations/inequalities is a fundamental problem in computing and optimization. In this paper, we propose a generic successive projection (SP) framework for this problem. The SP sequentially projects…

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

In this paper, we generalize the classical extragradient algorithm for solving variational inequality problems by utilizing nonzero normal vectors of the feasible set. In particular, conceptual algorithms are proposed with two different…

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

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…

In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system…

In this paper, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all…

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

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…

We propose \textbf{NewVEM}, a Newton vertex exchange method for efficiently solving self-concordant minimization problems under generalized simplex constraints. The algorithm features a two-level structure: the outer loop employs a…

Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance…

We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

In the present paper we introduce a Virtual Element Method (VEM) for the approximate solution of general linear second order elliptic problems in mixed form, allowing for variable coefficients. We derive a theoretical convergence analysis…

This paper considers a variational inequality (VI) problem arising from a game among multiple agents, where each agent aims to minimize its own cost function subject to its constrained set represented as the intersection of a (possibly…