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

We consider the method of alternating projections for finding a point in the intersection of two closed sets, possibly nonconvex. Assuming only the standard transversality condition (or a weaker version thereof), we prove local linear…

We propose an algorithm to solve quasi-variational inequality problems, based on the Dantzig-Wolfe decomposition paradigm. Our approach solves in the subproblems variational inequalities, which is a simpler problem, while restricting…

The goal of this paper is to provide computational tools able to find a solution of a system of polynomial inequalities. The set of inequalities is reformulated as a system of polynomial equations. Three different methods, two of which…

In this Letter I present an alternative solution of the path integral for the radial Coulomb problem which is based on a two-dimensional singular version of the Levi-Civita transformation.

The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…

This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or…

We propose a method of bi-coordinate variations for non-stationary and non-smooth optimization problems, which involve a single linear equality and box constraints. Here only approximation sequences are known instead of exact values of the…

In this paper, we propose and analyze a third-order dynamical system for solving a generalized inverse mixed variational inequality problem in a Hilbert space H. We establish the existence and uniqueness of the trajectories generated by the…

This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…

The convex feasibility problem asks to find a point in the intersection of a collection of nonempty closed convex sets. This problem is of basic importance in mathematics and the physical sciences, and projection (or splitting) methods…

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

We present a method for dimensionality reduction of an affine variational inequality (AVI) defined over a compact feasible region. Centered around the Johnson Lindenstrauss lemma, our method is a randomized algorithm that produces with high…

In this paper, we study variational inequality problems (VIPs) with involved mappings and feasible sets characterized by polynomial functions (namely, polynomial VIPs). We propose a numerical algorithm for computing solutions to polynomial…

The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…

While Variational Inequality (VI) is a well-established mathematical framework that subsumes Nash equilibrium and saddle-point problems, less is known about its extension, Quasi-Variational Inequalities (QVI). QVI allows for cases where the…

This paper presents a solution for efficiently and accurately solving separable least squares problems with multiple datasets. These problems involve determining linear parameters that are specific to each dataset while ensuring that the…

This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Let $C$ be a nonempty closed and convex subset of a uniformly smooth and uniformly convex real Banach space $E$ with dual space $E^*$. We present a novel hybrid method for finding a common solution of a family of equilibrium problems, a…

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point…

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…