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Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…

最优化与控制 · 数学 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…

最优化与控制 · 数学 2018-04-23 Daria Ghilli , Karl Kunisch

We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…

数值分析 · 数学 2016-07-27 Robert Altmann , Alexander Ostermann

In this work, we develop a variant of a bundle method in order to find a zero of a maximal monotone operator. This algorithm relies on two polyhedral approximations of the epsilon-enlargement of the considered operator, via a systematic use…

最优化与控制 · 数学 2013-05-27 Ludovic Nagesseur

Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…

泛函分析 · 数学 2024-03-18 Guillermina Fongi , María Celeste Gonzalez

We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…

最优化与控制 · 数学 2024-12-18 Farhana A. Simi , Matthew K. Tam

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

数值分析 · 数学 2026-04-02 Fernando Casas , Ander Murua

We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and…

最优化与控制 · 数学 2021-03-12 Minh N. Bùi , Patrick L. Combettes

In this work, we propose a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. Our method converges under the same assumptions as Tseng's forward-backward-forward method,…

最优化与控制 · 数学 2020-05-08 Yura Malitsky , Matthew K. Tam

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…

最优化与控制 · 数学 2021-02-18 Nguyen Van Dung , Bang Cong Vu

In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first…

最优化与控制 · 数学 2013-12-20 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen

We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the nonempty set of zeros of…

最优化与控制 · 数学 2018-07-31 Nimit Nimana , Narin Petrot

In the simulation of differential-algebraic equations (DAEs), it is essential to employ numerical schemes that take into account the inherent structure and maintain explicit or hidden algebraic constraints without altering them. This paper…

数值分析 · 数学 2024-04-23 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther , Nicole Marheineke

In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…

数值分析 · 计算机科学 2013-11-18 A. E. Kolesov , P. N. Vabishchevich , M. V. Vasilyeva

The theory of monotone operators plays a major role in modern optimization and many areas of nonlinera analysis. The central classes of monotone operators are matrices with a positive semidefinite symmetric part and subsifferential…

泛函分析 · 数学 2024-05-24 Salihah Thabet Alwadani

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…

最优化与控制 · 数学 2023-07-14 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

Filterless optical transport networks relies on passive optical interconnections between nodes, i.e., on splitters/couplers and amplifiers. While different studies have investigated their design, none of them offer a solution for an optimal…

网络与互联网体系结构 · 计算机科学 2021-01-05 Brigitte Jaumard , Yan Wang

The AC power flow equations underlie all operational aspects of power systems. They are solved routinely in operational practice using the Newton-Raphson method and its variants. These methods work well given a good initial "guess" for the…

系统与控制 · 计算机科学 2015-07-14 Krishnamurthy Dvijotham , Steven Low , Michael Chertkov

In this paper we present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…

最优化与控制 · 数学 2017-11-07 Thomas Sherson , Richard Heusdens , W. Bastiaan Kleijn

The least square solution of minimum norm of a rectangular linear system of equations can be found out iteratively by using matrix splittings. However, the convergence of such an iteration scheme arising out of a matrix splitting is…

数值分析 · 数学 2025-08-07 Chinmay Kumar Giri , Debasisha Mishra