An introduction to continuous optimization for imaging

A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …

A forward-backward splitting method for monotone inclusions without cocoercivity

Y Malitsky, MK Tam - SIAM Journal on Optimization, 2020 - SIAM
In this work, we propose a simple modification of the forward-backward splitting method for
finding a zero in the sum of two monotone operators. Our method converges under the same …

On the convergence of the iterates of the “fast iterative shrinkage/thresholding algorithm”

A Chambolle, C Dossal - Journal of Optimization theory and Applications, 2015 - Springer
We discuss here the convergence of the iterates of the “Fast Iterative Shrinkage/
Thresholding Algorithm,” which is an algorithm proposed by Beck and Teboulle for …

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 …

iPiano: Inertial proximal algorithm for nonconvex optimization

P Ochs, Y Chen, T Brox, T Pock - SIAM Journal on Imaging Sciences, 2014 - SIAM
In this paper we study an algorithm for solving a minimization problem composed of a
differentiable (possibly nonconvex) and a convex (possibly nondifferentiable) function. The …

Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity

H Attouch, Z Chbani, J Peypouquet… - Mathematical Programming, 2018 - Springer
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∇ …

The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than

H Attouch, J Peypouquet - SIAM Journal on Optimization, 2016 - SIAM
The forward-backward algorithm is a powerful tool for solving optimization problems with an
additively separable and smooth plus nonsmooth structure. In the convex setting, a simple …

Inertial projection and contraction algorithms for variational inequalities

QL Dong, YJ Cho, LL Zhong, TM Rassias - Journal of Global Optimization, 2018 - Springer
In this article, we introduce an inertial projection and contraction algorithm by combining
inertial type algorithms with the projection and contraction algorithm for solving a variational …

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 …

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 …