Stochastic forward–backward splitting for monotone inclusions
We propose and analyze the convergence of a novel stochastic algorithm for monotone
inclusions that are sum of a maximal monotone operator and a single-valued cocoercive …
inclusions that are sum of a maximal monotone operator and a single-valued cocoercive …
Scaled, inexact, and adaptive generalized fista for strongly convex optimization
S Rebegoldi, L Calatroni - SIAM Journal on Optimization, 2022 - SIAM
We consider a variable metric and inexact version of the fast iterative soft-thresholding
algorithm (FISTA) type algorithm considered in [L. Calatroni and A. Chambolle, SIAM J …
algorithm (FISTA) type algorithm considered in [L. Calatroni and A. Chambolle, SIAM J …
Bregman proximal point algorithm revisited: A new inexact version and its inertial variant
We study a general convex optimization problem, which covers various classic problems in
different areas and particularly includes many optimal transport related problems arising in …
different areas and particularly includes many optimal transport related problems arising in …
Variable metric forward-backward algorithm for composite minimization problems
We present a forward-backward-based algorithm to minimize a sum of a differentiable
function and a nonsmooth function, both being possibly nonconvex. The main contribution of …
function and a nonsmooth function, both being possibly nonconvex. The main contribution of …
[PDF][PDF] Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient
Rate of convergence of inertial gradient dynamics with time-dependent viscous damping
coefficient Page 1 HAL Id: hal-01660062 https://hal.archives-ouvertes.fr/hal-01660062v2 …
coefficient Page 1 HAL Id: hal-01660062 https://hal.archives-ouvertes.fr/hal-01660062v2 …
Convergence of Inexact Forward--Backward Algorithms Using the Forward--Backward Envelope
This paper deals with a general framework for inexact forward--backward algorithms aimed
at minimizing the sum of an analytic function and a lower semicontinuous, subanalytic …
at minimizing the sum of an analytic function and a lower semicontinuous, subanalytic …
Inertial variable metric techniques for the inexact forward--backward algorithm
S Bonettini, S Rebegoldi, V Ruggiero - SIAM Journal on Scientific Computing, 2018 - SIAM
One of the most popular approaches for the minimization of a convex functional given by the
sum of a differentiable term and a nondifferentiable one is the forward-backward method …
sum of a differentiable term and a nondifferentiable one is the forward-backward method …
Fast convex optimization via time scaling of damped inertial gradient dynamics
In a Hilbert space setting, in order to develop fast first-order methods for convex optimization,
we study the asymptotic convergence properties (t→+∞) of the trajectories of the inertial …
we study the asymptotic convergence properties (t→+∞) of the trajectories of the inertial …
Fast convergence of generalized forward-backward algorithms for structured monotone inclusions
PE Maingé - arXiv preprint arXiv:2107.10107, 2021 - arxiv.org
In this paper, we develop rapidly convergent forward-backward algorithms for computing
zeroes of the sum of finitely many maximally monotone operators. A modification of the …
zeroes of the sum of finitely many maximally monotone operators. A modification of the …
Inexact Fixed-Point Proximity Algorithm for the Sparse Regularization Problem
We study inexact fixed-point proximity algorithms for solving a class of sparse regularization
problems involving the ℓ 0 norm. Specifically, the ℓ 0 model has an objective function that is …
problems involving the ℓ 0 norm. Specifically, the ℓ 0 model has an objective function that is …