On a Monotone Scheme for Nonconvex Nonsmooth Optimization with Applications to Fracture Mechanics [0.03%]
非凸 nonsmooth 优化的单调方案及其在断裂力学中的应用
Daria Ghilli,Karl Kunisch
Daria Ghilli
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition o...
Convergence Rates of Forward-Douglas-Rachford Splitting Method [0.03%]
Forward-Douglas-Rachford分裂法的收敛速度
Cesare Molinari,Jingwei Liang,Jalal Fadili
Cesare Molinari
Over the past decades, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward-Douglas-Rachford splitting method and study both global an...
The Proximal Alternating Minimization Algorithm for Two-Block Separable Convex Optimization Problems with Linear Constraints [0.03%]
具有线性约束的两块分离凸优化问题的邻近交替最小化算法
Sandy Bitterlich,Radu Ioan Boţ,Ernö Robert Csetnek et al.
Sandy Bitterlich et al.
The Alternating Minimization Algorithm has been proposed by Paul Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be ...
Stochastic Mirror Descent Dynamics and Their Convergence in Monotone Variational Inequalities [0.03%]
随机反射下降动态及其在单调变分不等式中的收敛性
Panayotis Mertikopoulos,Mathias Staudigl
Panayotis Mertikopoulos
We examine a class of stochastic mirror descent dynamics in the context of monotone variational inequalities (including Nash equilibrium and saddle-point problems). The dynamics under study are formulated as a stochastic differential equati...
L Yeganova,W J Wilbur
L Yeganova
The pool adjacent violators (PAV) algorithm is an efficient technique for the class of isotonic regression problems with complete ordering. The algorithm yields a stepwise isotonic estimate which approximates the function and assigns maximu...
Donghwan Kim,Jeffrey A Fessler
Donghwan Kim
This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed th...
Piotr Więcek,Eitan Altman
Piotr Więcek
Stationary anonymous sequential games with undiscounted rewards are a special class of games that combine features from both population games (infinitely many players) with stochastic games. We extend the theory for these games to the cases...
The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space [0.03%]
Hilbert空间中求解变分不等式的次梯度额外梯度法
Y Censor,A Gibali,S Reich
Y Censor
We present a subgradient extragradient method for solving variational inequalities in Hilbert space. In addition, we propose a modified version of our algorithm that finds a solution of a variational inequality which is also a fixed point o...