ADMM for monotone operators: convergence analysis and rates
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Computational Mathematics"
DOI: 10.1007/s10444-018-9619-3
Abstract: We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We show… read more here.
Keywords: admm monotone; monotone operators; monotone; convergence analysis ... See more keywords
On the worst-case evaluation complexity of non-monotone line search algorithms
Sign Up to like & getrecommendations! Published in 2017 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-017-9928-3
Abstract: A general class of non-monotone line search algorithms has been proposed by Sachs and Sachs (Control Cybern 40:1059–1075, 2011) for smooth unconstrained optimization, generalizing various non-monotone step size rules such as the modified Armijo rule… read more here.
Keywords: non monotone; monotone line; complexity; algorithms ... See more keywords
Complexity of the relaxed Peaceman–Rachford splitting method for the sum of two maximal strongly monotone operators
Sign Up to like & getrecommendations! Published in 2018 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-018-9996-z
Abstract: This paper considers the relaxed Peaceman–Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained… read more here.
Keywords: splitting method; relaxed peaceman; peaceman rachford; monotone ... See more keywords
Approximation guarantees for parallelized maximization of monotone non-submodular function with a cardinality constraint
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Combinatorial Optimization"
DOI: 10.1007/s10878-021-00719-z
Abstract: Emerging applications in machine learning have imposed the problem of monotone non-submodular maximization subject to a cardinality constraint. Meanwhile, parallelism is prevalent for large-scale optimization problems in bigdata scenario while adaptive complexity is an important… read more here.
Keywords: non submodular; monotone; monotone non; cardinality constraint ... See more keywords
On the FPV Property, Monotone Operator Structure and the Monotone Polar of Representable Monotone Sets
Sign Up to like & getrecommendations! Published in 2020 at "Set-valued and Variational Analysis"
DOI: 10.1007/s11228-020-00549-x
Abstract: We study the pointwise partial ordering of representative functions for a monotone operator and in particular we focus on the bigger conjugate representative functions that represent a fixed initial (non-maximal) monotone operator. The first problem… read more here.
Keywords: representable monotone; monotone operator; monotone; monotone sets ... See more keywords
A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
Sign Up to like & getrecommendations! Published in 2019 at "Optimization Letters"
DOI: 10.1007/s11590-018-1328-9
Abstract: In this paper, we present a full-Newton feasible step interior-point algorithm for solving monotone horizontal linear complementarity problems. In each iteration the algorithm performs only full-Newton step with the advantage that no line search is… read more here.
Keywords: full newton; monotone; step; algorithm ... See more keywords
A strong convergence result involving an inertial forward–backward algorithm for monotone inclusions
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Fixed Point Theory and Applications"
DOI: 10.1007/s11784-017-0472-7
Abstract: Our interest in this paper is to prove a strong convergence result for finding a zero of the sum of two monotone operators, with one of the two operators being co-coercive using an iterative method… read more here.
Keywords: result involving; monotone; strong convergence; convergence result ... See more keywords
Forward–backward splitting algorithm for fixed point problems and zeros of the sum of monotone operators
Sign Up to like & getrecommendations! Published in 2019 at "Arabian Journal of Mathematics"
DOI: 10.1007/s40065-018-0236-2
Abstract: In this paper, we construct a forward–backward splitting algorithm for approximating a zero of the sum of an $$\alpha $$ α -inverse strongly monotone operator and a maximal monotone operator. The strong convergence theorem is… read more here.
Keywords: forward backward; monotone; backward splitting; monotone operators ... See more keywords
Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
Sign Up to like & getrecommendations! Published in 2020 at "Stochastics and Partial Differential Equations: Analysis and Computations"
DOI: 10.1007/s40072-020-00179-2
Abstract: We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The equation is spatially… read more here.
Keywords: partial differential; driven multiplicative; monotone; stochastic partial ... See more keywords
Monotone equilibria in signaling games
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DOI: 10.1016/j.euroecorev.2020.103408
Abstract: We study the monotonicity of sender’s equilibrium strategy with respect to her type in signalling games. We use counterexamples to show that when the sender’s payoff is non-separable, the Spence-Mirrlees condition cannot rule out equilibria… read more here.
Keywords: monotone; sender payoff; monotone equilibria; equilibria signaling ... See more keywords
The circuit-breaking algorithm for monotone systems.
Sign Up to like & getrecommendations! Published in 2017 at "Mathematical biosciences"
DOI: 10.1016/j.mbs.2016.09.002
Abstract: In earlier work, we have introduced the circuit-breaking algorithm (CBA) for the analysis of intracellular regulation networks. This algorithm uses the network topology to construct a one-dimensional circuit-characteristic whose zeros correspond to the fixed points… read more here.
Keywords: monotone; breaking algorithm; circuit; monotone systems ... See more keywords