An operator splitting approach for distributed generalized Nash equilibria computation

P Yi, L Pavel - Automatica, 2019 - Elsevier
In this paper, we propose a distributed algorithm for computation of a generalized Nash
equilibrium (GNE) in noncooperative games over networks. We consider games in which the …

A splitting algorithm for dual monotone inclusions involving cocoercive operators

BC Vũ - Advances in Computational Mathematics, 2013 - Springer
We consider the problem of solving dual monotone inclusions involving sums of composite
parallel-sum type operators. A feature of this work is to exploit explicitly the properties of the …

Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators

PL Combettes, JC Pesquet - Set-Valued and variational analysis, 2012 - Springer
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 …

Globally convergent type-I Anderson acceleration for nonsmooth fixed-point iterations

J Zhang, B O'Donoghue, S Boyd - SIAM Journal on Optimization, 2020 - SIAM
We consider the application of the type-I Anderson acceleration to solving general
nonsmooth fixed-point problems. By interleaving with safeguarding steps and employing a …

Stochastic quasi-Fejér block-coordinate fixed point iterations with random swee**

PL Combettes, JC Pesquet - SIAM Journal on Optimization, 2015 - SIAM
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 …

Lipschitz certificates for layered network structures driven by averaged activation operators

PL Combettes, JC Pesquet - SIAM Journal on Mathematics of Data Science, 2020 - SIAM
Obtaining sharp Lipschitz constants for feed-forward neural networks is essential to assess
their robustness in the face of perturbations of their inputs. We derive such constants in the …

Variable metric forward–backward splitting with applications to monotone inclusions in duality

PL Combettes, BC Vũ - Optimization, 2014 - Taylor & Francis
We propose a variable metric forward–backward splitting algorithm and prove its
convergence in real Hilbert spaces. We then use this framework to derive primal-dual …

Fixed point strategies in data science

PL Combettes, JC Pesquet - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
The goal of this article is to promote the use of fixed point strategies in data science by
showing that they provide a simplifying and unifying framework to model, analyze, and solve …

The geometry of monotone operator splitting methods

PL Combettes - Acta Numerica, 2024 - cambridge.org
We propose a geometric framework to describe and analyse a wide array of operator
splitting methods for solving monotone inclusion problems. The initial inclusion problem …

Single-timescale distributed GNE seeking for aggregative games over networks via forward–backward operator splitting

D Gadjov, L Pavel - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
We consider aggregative games with affine coupling constraints, where agents have partial
information on the aggregate value and can only communicate with neighboring agents. We …