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In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…

最优化与控制 · 数学 2016-01-13 Jose Yunier Bello Cruz

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

最优化与控制 · 数学 2013-06-25 Marc Lassonde , Ludovic Nagesseur

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

最优化与控制 · 数学 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

最优化与控制 · 数学 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the…

泛函分析 · 数学 2021-01-20 Szilárd Csaba László

We study the generalized forward-reflected-backward (GFRB) method, an extension of the forward-reflected-backward (FRB) scheme due to Malitsky and Tam, for solving monotone inclusion problems in real Hilbert spaces. We first analyze GFRB…

最优化与控制 · 数学 2026-01-22 Santanu Soe , V. Vetrivel , Jen-Chih Yao

We introduce some new proximal quasi-Newton methods for unconstrained multiobjective optimization problems (in short, UMOP), where each objective function is the sum of a twice continuously differentiable strongly convex function and a…

最优化与控制 · 数学 2022-04-08 Jian-Wen Peng , Jie Ren

We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…

最优化与控制 · 数学 2025-04-01 Wei Liu , Qihang Lin , Yangyang Xu

We introduce SPIRAL, a SuPerlinearly convergent Incremental pRoximal ALgorithm, for solving nonconvex regularized finite sum problems under a relative smoothness assumption. Each iteration of SPIRAL consists of an inner and an outer loop.…

最优化与控制 · 数学 2024-04-30 Pourya Behmandpoor , Puya Latafat , Andreas Themelis , Marc Moonen , Panagiotis Patrinos

In this paper, we consider the nonlinear constrained optimization problem (NCP) with constraint set $\{x \in \mathcal{X}: c(x) = 0\}$, where $\mathcal{X}$ is a closed convex subset of $\mathbb{R}^n$. Building upon the forward-backward…

最优化与控制 · 数学 2025-10-28 Xiaoyin Hu , Xin Liu , Kim-Chuan Toh , Nachuan Xiao

In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…

最优化与控制 · 数学 2015-03-11 Jingwei Liang , Jalal Fadili , Gabriel Peyré

In this paper we aim to minimize the sum of two nonsmooth (possibly also nonconvex) functions in separate variables connected by a smooth coupling function. To tackle this problem we chose a continuous forward-backward approach and…

最优化与控制 · 数学 2020-01-29 Radu Ioan Bot , Laura Kanzler

In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of…

Quasiperiodic systems, related to irrational numbers, are space-filling structures without decay nor translation invariance. How to accurately recover these systems, especially for non-smooth cases, presents a big challenge in numerical…

数值分析 · 数学 2024-01-08 Kai Jiang , Qi Zhou , Pingwen Zhang

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

最优化与控制 · 数学 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

We propose an accelerated forward-backward method with fast convergence rate for finding a minimizer of a decomposable nonsmooth convex function over a closed convex set, and name it smoothing accelerated proximal gradient (SAPG) algorithm.…

最优化与控制 · 数学 2021-10-05 Wei Bian , Fan Wu

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

机器学习 · 计算机科学 2019-04-12 Leah Bar , Nir Sochen

We propose a new primal-dual homotopy smoothing algorithm for a linearly constrained convex program, where neither the primal nor the dual function has to be smooth or strongly convex. The best known iteration complexity solving such a…

最优化与控制 · 数学 2018-10-25 Xiaohan Wei , Hao Yu , Qing Ling , Michael J. Neely

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

最优化与控制 · 数学 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

In this work, we present a methodology for devising forward-backward methods for finding zeros in the sum of a finite number of maximally monotone operators. We extend the framework and techniques from [SIAM J. Optim., 34 (2024), pp.…

最优化与控制 · 数学 2024-06-06 Francisco J. Aragón-Artacho , Rubén Campoy , César López-Pastor