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Davis-Yin splitting (DYS) has found a wide range of applications in optimization, but its linear rates of convergence have not been studied extensively. The scaled relative graph (SRG) simplifies the convergence analysis of operator…

最优化与控制 · 数学 2024-04-23 Jongmin Lee , Soheun Yi , Ernest K. Ryu

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…

机器学习 · 统计学 2021-06-29 Fabian Pedregosa

The scaled relative graph (SRG) of an operator is a subset of the complex plane. It captures several salient features of an operator, such as contractiveness, and can be used to reveal the geometric nature of many of the inequality based…

最优化与控制 · 数学 2021-08-05 Richard Pates

Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper, we present a geometric approach to analyzing contractive and…

最优化与控制 · 数学 2021-06-17 Ernest K. Ryu , Robert Hannah , Wotao Yin

The Scaled Relative Graph (SRG) is a promising tool for stability and robustness analysis of multi-input multi-output systems. In this paper, we provide tools for exact and computable constructions of the SRG for closed linear operators,…

系统与控制 · 电气工程与系统科学 2026-04-10 Talitha Nauta , Richard Pates

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

The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

最优化与控制 · 数学 2018-07-12 Lilian E. Glaudin

Averaged operators have played an important role in fixed point theory in Hilbert spaces. They emerged as a necessity to obtain solutions to fixed point problems where the underlying operator is not contractive and thus renders Banach fixed…

泛函分析 · 数学 2025-03-11 Arian Berdellima

Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

最优化与控制 · 数学 2018-04-17 Patrick L. Combettes , Jean-Christophe Pesquet

Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…

统计方法学 · 统计学 2019-08-01 Haoyang Liu , Rina Foygel Barber

We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the…

最优化与控制 · 数学 2020-12-01 Sedi Bartz , Minh N. Dao , Hung M. Phan

Projection operators are important in Analysis, Optimization and Algorithm. It is well known that these operators are firmly nonexpansive. In this paper, we provide an exact result that sharpens this well-known result. We develop the theory…

泛函分析 · 数学 2025-07-23 Shuang Song

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

最优化与控制 · 数学 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that the resolvents of the operators are available, this problem can be tackled with the…

最优化与控制 · 数学 2025-07-31 Heinz H. Bauschke , Shambhavi Singh , Xianfu Wang

Relying on fixed point techniques, Mahey, Oualibouch and Tao introduced the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm and analyzed its performance on inclusions for strongly monotone and…

最优化与控制 · 数学 2017-11-30 S. Costa Lima , M. Marques Alves

We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…

最优化与控制 · 数学 2020-05-01 Ernest K. Ryu , Adrien B. Taylor , Carolina Bergeling , Pontus Giselsson

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

最优化与控制 · 数学 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Projection operators are fundamental algorithmic operators in Analysis and Optimization. It is well known that these operators are firmly nonexpansive; however, their composition is generally only averaged and no longer firmly nonexpansive.…

最优化与控制 · 数学 2023-03-27 Heinz H. Bauschke , Theo Bendit , Walaa M. Moursi

For an edge-weighted connected undirected graph, the minimum $k$-way cut problem is to find a subset of edges of minimum total weight whose removal separates the graph into $k$ connected components. The problem is NP-hard when $k$ is part…

数据结构与算法 · 计算机科学 2008-11-25 Mingyu Xiao , Leizhen Cai , Andrew C. Yao

In this paper we introduce and study a class of structured set-valued operators which we call union averaged nonexpansive. At each point in their domain, the value of such an operator can be expressed as a finite union of single-valued…

最优化与控制 · 数学 2020-04-06 Minh N. Dao , Matthew K. Tam
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