Golden ratio algorithms for variational inequalities

Y Malitsky - Mathematical Programming, 2020 - Springer
The paper presents a fully adaptive algorithm for monotone variational inequalities. In each
iteration the method uses two previous iterates for an approximation of the local Lipschitz …

The forward–backward–forward method from continuous and discrete perspective for pseudo-monotone variational inequalities in Hilbert spaces

RI Boţ, ER Csetnek, PT Vuong - European Journal of Operational Research, 2020 - Elsevier
Tseng's forward–backward–forward algorithm is a valuable alternative for Korpelevich's
extragradient method when solving variational inequalities over a convex and closed set …

Shadow Douglas–Rachford splitting for monotone inclusions

ER Csetnek, Y Malitsky, MK Tam - Applied Mathematics & Optimization, 2019 - Springer
In this work, we propose a new algorithm for finding a zero of the sum of two monotone
operators where one is assumed to be single-valued and Lipschitz continuous. This …

Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure

RI Boţ, SM Grad, D Meier, M Staudigl - Advances in Nonlinear …, 2020 - degruyter.com
In this work we investigate dynamical systems designed to approach the solution sets of
inclusion problems involving the sum of two maximally monotone operators. Our aim is to …

A fast optimistic method for monotone variational inequalities

M Sedlmayer, DK Nguyen… - … Conference on Machine …, 2023 - proceedings.mlr.press
We study monotone variational inequalities that can arise as optimality conditions for
constrained convex optimization or convex-concave minimax problems and propose a novel …

[HTML][HTML] A primal-dual dynamical approach to structured convex minimization problems

RI Boţ, ER Csetnek, SC László - Journal of Differential Equations, 2020 - Elsevier
In this paper we propose a primal-dual dynamical approach to the minimization of a
structured convex function consisting of a smooth term, a nonsmooth term, and the …

Continuous dynamics related to monotone inclusions and non-smooth optimization problems

ER Csetnek - Set-Valued and Variational Analysis, 2020 - Springer
The aim of this survey is to present the main important techniques and tools from variational
analysis used for first and second order dynamical systems of implicit type for solving …

A second order dynamical system method for solving a maximally comonotone inclusion problem

Z Tan, R Hu, Y Fang - … in Nonlinear Science and Numerical Simulation, 2024 - Elsevier
In this paper a second order dynamical system model is proposed for computing a zero of a
maximally comonotone operator in a Hilbert space. Under mild conditions, we prove …

[HTML][HTML] Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems

RI Boţ, ER Csetnek - Journal of Mathematical Analysis and Applications, 2016 - Elsevier
We investigate the existence and uniqueness of (locally) absolutely continuous trajectories
of a penalty term-based dynamical system associated to a constrained variational inequality …

A Forward‐Backward‐Forward Algorithm for Solving Quasimonotone Variational Inequalities

TC Yin, N Hussain - Journal of Function Spaces, 2022 - Wiley Online Library
In this paper, we continue to investigate the convergence analysis of Tseng‐type forward‐
backward‐forward algorithms for solving quasimonotone variational inequalities in Hilbert …