中文
相关论文

相关论文: On the Weak and Strong Convergence of a Conceptual…

200 篇论文

We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…

最优化与控制 · 数学 2022-08-15 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

Motivated by the training of Generative Adversarial Networks (GANs), we study methods for solving minimax problems with additional nonsmooth regularizers. We do so by employing \emph{monotone operator} theory, in particular the…

最优化与控制 · 数学 2020-06-17 Axel Böhm , Michael Sedlmayer , Ernö Robert Csetnek , Radu Ioan Boţ

In this paper, by using tools of second-order variational analysis, we study the popular forward-backward splitting method with Beck-Teboulle's line-search for solving convex optimization problem where the objective function can be split…

最优化与控制 · 数学 2018-06-19 Yunier Bello-Cruz , G. Li , T. T. A. Nghia

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

最优化与控制 · 数学 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…

数值分析 · 数学 2009-11-13 Kristian Bredies

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

最优化与控制 · 数学 2025-07-11 Barsha Shaw , Md Abu Talhamainuddin Ansary

We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far…

最优化与控制 · 数学 2020-09-29 Minh N. Bùi , Patrick L. Combettes

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…

机器学习 · 计算机科学 2018-11-16 Andri Mirzal

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

最优化与控制 · 数学 2010-11-29 L. Briceno-Arias , P. L. Combettes

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

Finding a zero of the sum of two monotone operators is one of the most important problems in monotone operator theory, and the forward-backward algorithm is the most prominent approach for solving this type of problem. The aim of this paper…

泛函分析 · 数学 2021-08-12 Ebru ALTIPARMAK , Ibrahim KARAHAN

This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…

最优化与控制 · 数学 2018-04-11 Konstantinos Slavakis , Isao Yamada

We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the…

最优化与控制 · 数学 2011-08-09 Patrick L. Combettes , Jean-Christophe Pesquet

In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…

最优化与控制 · 数学 2015-05-20 Bang Cong Vũ

Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating…

数值分析 · 数学 2024-04-24 Xun Tang , Leah Collis , Lexing Ying

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…

最优化与控制 · 数学 2016-10-28 Jingwei Liang , Jalal Fadili , Gabriel Peyré

The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions…

数值分析 · 数学 2014-03-20 Cris Cecka , Eric Darve

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,…

最优化与控制 · 数学 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

We propose a splitting algorithm for solving a system of composite monotone inclusions formulated in the form of the extended set of solutions in real Hilbert spaces. The resluting algorithm is a an extension of the algorithm in [4]. The…

最优化与控制 · 数学 2013-08-14 Dinh Dung , Bang Cong Vu