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Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…

最优化与控制 · 数学 2015-05-04 Damek Davis , Wotao Yin

We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…

机器学习 · 计算机科学 2025-08-25 Faruk Alpay , Hamdi Alakkad

The prior work of [SIAM J. Optim., 2025] used scaled relative graphs (SRG) to analyze the convergence of Davis--Yin splitting (DYS) iterations on monotone inclusion problems. In this work, we use this machinery to analyze DYS iterations on…

最优化与控制 · 数学 2025-08-19 Soheun Yi , Ernest K. Ryu

In this paper, we propose several graph-based extensions of the Douglas-Rachford splitting (DRS) method to solve monotone inclusion problems involving the sum of $N$ maximal monotone operators. Our construction is based on a two-layer…

最优化与控制 · 数学 2022-11-10 Kristian Bredies , Enis Chenchene , Emanuele Naldi

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…

最优化与控制 · 数学 2024-11-19 Leyu Hu , Jiaxin Xie , Xingju Cai , Deren Han

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

最优化与控制 · 数学 2025-06-30 Alexander Bodard , Masoud Ahookhosh , Panagiotis Patrinos

In this paper we provide a generalization of the Douglas-Rachford splitting (DRS) and the primal-dual algorithm (Vu 2013, Condat 2013) for solving monotone inclusions in a real Hilbert space involving a general linear operator. The proposed…

最优化与控制 · 数学 2021-09-22 Luis M. Briceño-Arias , Fernando Roldán

Recently, Krukier et al. [Generalized skew-Hermitian triangular splitting iteration methods for saddle-point linear systems, Numer. Linear Algebra Appl. 21 (2014) 152-170] proposed an efficient generalized skew-Hermitian triangular…

数值分析 · 数学 2014-02-25 Yan Dou , Ai-Li Yang , Yu-Jiang Wu

In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The…

最优化与控制 · 数学 2022-03-07 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

Learning from a stream of tasks usually pits plasticity against stability: acquiring new knowledge often causes catastrophic forgetting of past information. Most methods address this by summing competing loss terms, creating gradient…

机器学习 · 计算机科学 2026-05-20 Pourya Shamsolmoali , Masoumeh Zareapoor

This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…

最优化与控制 · 数学 2025-10-03 Anshika Anshika , Jiaxing Li , Debdas Ghosh , Xiangxiong Zhang

This paper studies a class of monotone inclusion problems in a real Hilbert space involving the sum of three operators, where two are maximal monotone and the third is cocoercive. The Davis--Yin three-operator splitting method extends the…

最优化与控制 · 数学 2026-05-14 Maoran Wang , Zijun Xia , Xingju Cai

In this work we apply the recently introduced framework of degenerate preconditioned proximal point algorithms to the hybrid proximal extragradient (HPE) method for maximal monotone inclusions. The latter is a method that allows inexact…

最优化与控制 · 数学 2025-04-02 M. Marques Alves , Dirk A. Lorenz , Emanuele Naldi

Matrix double splitting iterations are simple in implementation while solving real non-singular (rectangular) linear systems. In this paper, we present two Alternating Double Splitting (ADS) schemes formulated by two double splittings and…

数值分析 · 数学 2025-03-25 Ashish Kumar Nandi , Nachiketa Mishra , Debasisha Mishra

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

最优化与控制 · 数学 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović

Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…

最优化与控制 · 数学 2018-01-04 Cesare Molinari , Jingwei Liang , Jalal Fadili

In this paper we propose a primal-dual proximal extragradient algorithm to solve the generalized Dantzig selector (GDS) estimation problem, based on a new convex-concave saddle-point (SP) reformulation. Our new formulation makes it possible…

机器学习 · 统计学 2016-06-03 Sangkyun Lee , Damian Brzyski , Malgorzata Bogdan

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

最优化与控制 · 数学 2022-07-27 Adil Salim , Laurent Condat , Konstantin Mishchenko , Peter Richtárik

In this paper, we analyse a proximal method based on the idea of forward-backward splitting for sampling from distributions with densities that are not necessarily smooth. In particular, we study the non-asymptotic properties of the…

数值分析 · 数学 2022-01-25 Armin Eftekhari , Luis Vargas , Konstantinos Zygalakis

This study explores distributed optimization problems with clique-wise coupling via operator splitting and how we can utilize this framework for performance analysis and enhancement. This framework extends beyond conventional pairwise…

最优化与控制 · 数学 2025-06-24 Yuto Watanabe , Kazunori Sakurama