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An operator splitting approach for distributed generalized Nash equilibria computation
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 …
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 …
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
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 …
mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian …
Globally convergent type-I Anderson acceleration for nonsmooth fixed-point iterations
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 …
nonsmooth fixed-point problems. By interleaving with safeguarding steps and employing a …
Stochastic quasi-Fejér block-coordinate fixed point iterations with random swee**
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 …
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
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 …
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
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 …
convergence in real Hilbert spaces. We then use this framework to derive primal-dual …
Fixed point strategies in data science
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 …
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 …
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
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 …
information on the aggregate value and can only communicate with neighboring agents. We …