Playing with duality: An overview of recent primal? dual approaches for solving large-scale optimization problems

N Komodakis, JC Pesquet - IEEE Signal Processing Magazine, 2015 - ieeexplore.ieee.org
Optimization methods are at the core of many problems in signal/image processing,
computer vision, and machine learning. For a long time, it has been recognized that looking …

A primal–dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms

L Condat - Journal of optimization theory and applications, 2013 - Springer
We propose a new first-order splitting algorithm for solving jointly the primal and dual
formulations of large-scale convex minimization problems involving the sum of a smooth …

An inertial forward-backward algorithm for monotone inclusions

DA Lorenz, T Pock - Journal of Mathematical Imaging and Vision, 2015 - Springer
In this paper, we propose an inertial forward-backward splitting algorithm to compute a zero
of the sum of two monotone operators, with one of the two operators being co-coercive. 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 …

Inertial Douglas–Rachford splitting for monotone inclusion problems

RI Boţ, ER Csetnek, C Hendrich - Applied Mathematics and Computation, 2015 - Elsevier
We propose an inertial Douglas–Rachford splitting algorithm for finding the set of zeros of
the sum of two maximally monotone operators in Hilbert spaces and investigate its …

A generalized forward-backward splitting

H Raguet, J Fadili, G Peyré - SIAM Journal on Imaging Sciences, 2013 - SIAM
This paper introduces a generalized forward-backward splitting algorithm for finding a zero
of a sum of maximal monotone operators B+i=1^nA_i, where B is cocoercive. It involves the …

Bayesian computation: a summary of the current state, and samples backwards and forwards

PJ Green, K Łatuszyński, M Pereyra, CP Robert - Statistics and Computing, 2015 - Springer
Recent decades have seen enormous improvements in computational inference for
statistical models; there have been competitive continual enhancements in a wide range of …

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 …

An inertial forward–backward algorithm for the minimization of the sum of two nonconvex functions

RI Boţ, ER Csetnek, SC László - EURO Journal on Computational …, 2016 - Springer
We propose a forward–backward proximal-type algorithm with inertial/memory effects for
minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting …

Deep neural network structures solving variational inequalities

PL Combettes, JC Pesquet - Set-Valued and Variational Analysis, 2020 - Springer
Motivated by structures that appear in deep neural networks, we investigate nonlinear
composite models alternating proximity and affine operators defined on different spaces. We …