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We deal with monotone inclusion problems of the form $0\in Ax+Dx+N_C(x)$ in real Hilbert spaces, where $A$ is a maximally monotone operator, $D$ a cocoercive operator and $C$ the nonempty set of zeros of another cocoercive operator. We…

泛函分析 · 数学 2013-06-04 Radu Ioan Bot , Ernö Robert Csetnek

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…

最优化与控制 · 数学 2016-02-26 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

泛函分析 · 数学 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

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

In this paper we are concerned with solving monotone inclusion problems expressed by the sum of a set-valued maximally monotone operator with a single-valued maximally monotone one and the normal cone to the nonempty set of zeros of another…

泛函分析 · 数学 2014-07-02 Sebastian Banert , Radu Ioan Bot

We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…

最优化与控制 · 数学 2024-08-14 Ahmet Alacaoglu , Donghwan Kim , Stephen J. Wright

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…

最优化与控制 · 数学 2021-12-08 Quoc Tran-Dinh , Yang Luo

This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly…

最优化与控制 · 数学 2015-04-20 Patrick L. Combettes , Jean-Christophe Pesquet

In this article, we study two methods for solving monotone inclusions in real Hilbert spaces involving the sum of a maximally monotone operator, a monotone-Lipschitzian operator, a cocoercive operator, and a normal cone to a vector…

最优化与控制 · 数学 2024-05-13 Fernando Roldán

We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…

最优化与控制 · 数学 2024-01-11 Vu Cong Bang , Dimitri Papadimitriou , Vu Xuan Nham

In this article we provide a splitting method for solving monotone inclusions in a real Hilbert space involving four operators: a maximally monotone, a monotone-Lipschitzian, a cocoercive, and a monotone-continuous operator. The proposed…

最优化与控制 · 数学 2022-07-20 Luis Briceño-Arias , Fernando Roldán

In this paper, we develop two Riemannian stochastic smoothing algorithms for nonsmooth optimization problems on Riemannian manifolds, addressing distinct forms of the nonsmooth term \( h \). Both methods combine dynamic smoothing with a…

最优化与控制 · 数学 2025-05-27 Kangkang Deng , Zheng Peng , Weihe Wu

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

泛函分析 · 数学 2026-03-19 Watanjeet Singh , Sumit Chandok

We investigate the Stochastic Krasnoselskii-Mann iterations for expected nonexpansive fixed-point problems in a real Hilbert space. We establish convergence guarantees under significantly weaker assumptions on the variance than those…

最优化与控制 · 数学 2026-05-12 Daniel Cortild , Coralia Cartis

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

最优化与控制 · 数学 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

最优化与控制 · 数学 2011-01-10 Luis M. Briceño-Arias

We provide abstract, general and highly uniform rates of asymptotic regularity for a generalized stochastic Halpern-style iteration, which incorporates a second mapping in the style of a Krasnoselskii-Mann iteration. This iteration is…

最优化与控制 · 数学 2025-12-19 Nicholas Pischke , Thomas Powell

This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational…

最优化与控制 · 数学 2025-05-13 Saeed Hashemi Sababe , Ehsan Lotfali Ghasab

This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…

最优化与控制 · 数学 2026-01-19 Anik Kumar Paul , Karthik Shenoy , Arun D. Mahindrakar

We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…

最优化与控制 · 数学 2017-03-03 Alfredo Iusem , Alejandro Jofré , Philip Thompson