相关论文: Forward-Backward-Half Forward Algorithm for Solvin…

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

In this paper, we propose a new primal-dual algorithm for minimizing $f(x) + g(x) + h(Ax)$, where $f$, $g$, and $h$ are proper lower semi-continuous convex functions, $f$ is differentiable with a Lipschitz continuous gradient, and $A$ is a…

We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…

A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…

In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…

This paper proposes a universal algorithm for convex minimization problems of the composite form $g_0(x)+h(g_1(x),\dots, g_m(x)) + u(x)$. We allow each $g_j$ to independently range from being nonsmooth Lipschitz to smooth, from convex to…

The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…

In this paper we analyze iterations of the obstacle problem for two different operators. We solve iteratively the obstacle problem from above or below for two different differential operators with obstacles given by the previous functions…

In this paper we investigate in a Hilbert space setting a second order dynamical system of the form $$\ddot{x}(t)+\g(t)\dot{x}(t)+x(t)-J_{\lambda(t) A}\big(x(t)-\lambda(t) D(x(t))-\lambda(t)\beta(t)B(x(t))\big)=0,$$ where $A:{\mathcal…

Coupled tensor decomposition reveals the joint data structure by incorporating priori knowledge that come from the latent coupled factors. The tensor ring (TR) decomposition is invariant under the permutation of tensors with different mode…

In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite…

We study tensor completion in the agnostic setting. In the classical tensor completion problem, we receive $n$ entries of an unknown rank-$r$ tensor and wish to exactly complete the remaining entries. In agnostic tensor completion, we make…

In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a…

We consider the minimization problem of a sum of a number of functions having Lipshitz $p$-th order derivatives with different Lipschitz constants. In this case, to accelerate optimization, we propose a general framework allowing to obtain…

We present a method for solving linearly constrained convex optimization problems, which is based on the application of known algorithms for finding zeros of the sum of two monotone operators (presented by Eckstein and Svaiter) to the dual…

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

We introduce a dynamical system to the problem of finding zeros of the sum of two maximally monotone operators. We investigate the existence, uniqueness and extendability of solutions to this dynamical system in a Hilbert space. We prove…

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…