Stochastic forward–backward splitting for monotone inclusions

L Rosasco, S Villa, BC Vũ - Journal of Optimization Theory and …, 2016 - Springer
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 …

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 …

Bregman proximal point algorithm revisited: A new inexact version and its inertial variant

L Yang, KC Toh - SIAM Journal on Optimization, 2022 - SIAM
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 …

Variable metric forward-backward algorithm for composite minimization problems

A Repetti, Y Wiaux - SIAM Journal on Optimization, 2021 - SIAM
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 …

[PDF][PDF] Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient

H Attouch, A Cabot, Z Chbani, H Riahi - Evolution Equations and …, 2018 - academia.edu
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 …

Convergence of Inexact Forward--Backward Algorithms Using the Forward--Backward Envelope

S Bonettini, M Prato, S Rebegoldi - SIAM Journal on Optimization, 2020 - SIAM
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 …

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 …

Fast convex optimization via time scaling of damped inertial gradient dynamics

H Attouch, Z Chbani, H Riahi - 2019 - hal.science
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 …

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 …

Inexact Fixed-Point Proximity Algorithm for the Sparse Regularization Problem

R Fang, Y Xu, M Yan - Journal of Scientific Computing, 2024 - Springer
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 …