Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity
In a Hilbert space setting H, we study the fast convergence properties as t→+∞ of the
trajectories of the second-order differential equation x¨(t)+ α tx˙(t)+∇ Φ (x (t))= g (t), where∇ …
trajectories of the second-order differential equation x¨(t)+ α tx˙(t)+∇ Φ (x (t))= g (t), where∇ …
[КНИГА][B] Convex optimization in normed spaces: theory, methods and examples
J Peypouquet - 2015 - books.google.com
This work is intended to serve as a guide for graduate students and researchers who wish to
get acquainted with the main theoretical and practical tools for the numerical minimization of …
get acquainted with the main theoretical and practical tools for the numerical minimization of …
Backward–forward algorithms for structured monotone inclusions in Hilbert spaces
In this paper, we study the backward–forward algorithm as a splitting method to solve
structured monotone inclusions, and convex minimization problems in Hilbert spaces. It has …
structured monotone inclusions, and convex minimization problems in Hilbert spaces. It has …
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry
We provide a comprehensive study of the convergence of the forward-backward algorithm
under suitable geometric conditions, such as conditioning or Łojasiewicz properties. These …
under suitable geometric conditions, such as conditioning or Łojasiewicz properties. These …
Coupling forward-backward with penalty schemes and parallel splitting for constrained variational inequalities
We are concerned with the study of a class of forward-backward penalty schemes for solving
variational inequalities 0∈Ax+N_C(x) where H is a real Hilbert space, A:H\rightrightarrowsH …
variational inequalities 0∈Ax+N_C(x) where H is a real Hilbert space, A:H\rightrightarrowsH …
Prox-penalization and splitting methods for constrained variational problems
This paper is concerned with the study of a class of prox-penalization methods for solving
variational inequalities of the form Ax+N_C(x)\ni0, where H is a real Hilbert space …
variational inequalities of the form Ax+N_C(x)\ni0, where H is a real Hilbert space …
Extra-Gradient method with flexible anchoring: Strong convergence and fast residual decay
In this paper, we introduce a novel Extra-Gradient method with anchor term governed by
general parameters. Our method is derived from an explicit discretization of a Tikhonov …
general parameters. Our method is derived from an explicit discretization of a Tikhonov …
Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's
Let X, Y, Z be real Hilbert spaces, let f: X→ R∪{+∞}, g: Y→ R∪{+∞} be closed convex
functions and let A: X→ Z, B: Y→ Z be linear continuous operators. Let us consider the …
functions and let A: X→ Z, B: Y→ Z be linear continuous operators. Let us consider the …
Dynamical behavior of a stochastic forward–backward algorithm using random monotone operators
P Bianchi, W Hachem - Journal of Optimization Theory and Applications, 2016 - Springer
The purpose of this paper is to study the dynamical behavior of the sequence produced by a
Forward–Backward algorithm, involving two random maximal monotone operators and a …
Forward–Backward algorithm, involving two random maximal monotone operators and a …
Coupling the gradient method with a general exterior penalization scheme for convex minimization
J Peypouquet - Journal of Optimization Theory and Applications, 2012 - Springer
In this paper, we propose and analyze an algorithm that couples the gradient method with a
general exterior penalization scheme for constrained or hierarchical minimization of convex …
general exterior penalization scheme for constrained or hierarchical minimization of convex …