We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the no...
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We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the nonempty set of zeros of another maximally monotone operator. We show weak ergodic convergence of the generated sequence of iterates to a solution of the considered monotone inclusion problem, provided that the condition corresponding to the Fitzpatrick function of the operator describing the set of the normal cone is fulfilled. Under strong monotonicity of an operator, we show strong convergence of the iterates. Furthermore, we utilize the proposed method for minimizing a large-scale hierarchical minimization problem concerning the sum of differentiable and nondifferentiable convex functions subject to the set of minima of another differentiable convex function. We illustrate the functionality of the method through numerical experiments addressing constrained elastic net and generalized Heron location problems.
Our interest in this paper is to prove strong convergence results for finding zeros of the sum of two accretive operators by utilizing a viscosity type forward-backward splitting method. We also discuss applications o...
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Our interest in this paper is to prove strong convergence results for finding zeros of the sum of two accretive operators by utilizing a viscosity type forward-backward splitting method. We also discuss applications of this method to approximation of solution to certain integro-differential equation with generalized p-Laplacian operator. Our results complement many recent and important results in the literature.
This paper is devoted to a stochastic differential game (SDG) of decoupled functional forward-backward stochastic differential equation (FBSDE). For our SDG, the associated upper and lower value functions of the SDG a...
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This paper is devoted to a stochastic differential game (SDG) of decoupled functional forward-backward stochastic differential equation (FBSDE). For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs). Applying the Girsanov transformation method introduced by Buckdahn and Li (2008), the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations to the path-dependent ones. By establishing the dynamic programming principal (DPP), we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.
An inexpensive and robust 3D localization system for tracking the position of a user in GPS- or WLAN-denied environments offers significant potential for improving decision-making tasks for civil and infrastructure en...
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An inexpensive and robust 3D localization system for tracking the position of a user in GPS- or WLAN-denied environments offers significant potential for improving decision-making tasks for civil and infrastructure engineering applications. To this end, an infrastructure-free approach for 3D event localization on commodity smartphones is presented. In the proposed method, the position of the user is continuously tracked based on the smartphone sensory data (the forward approach) until the user reaches a certain event. Here, an event location refers to the 3D location of a user conducting value-added activities such as tasks involved in emergency response and field reporting of operational issues. Once an event is observed, the motion trajectory of the user is backtracked from the postevent landmark to reestimate the location of the event (the backward approach). By integrating probability distributions of the forward and backward approaches together, the proposed method derives the most-likely location of the event. To validate the proposed approach, seven case studies are conducted in a multistory parking garage. The experimental results show that the probabilistic integration of the localization results from the forward and backward dead reckonings can produce more accurate 3D localization results when compared to a single best estimate from a one-way dead reckoning process. Lessons learned from several real-world case studies and open research challenges in improving localization accuracy are discussed in detail.
In stereo vision a pair of two-dimensional (2D) stereo images is given and the purpose is to find out the depth (disparity) of regions of the image in relation to the background, so that we can reconstruct the 3D stru...
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In stereo vision a pair of two-dimensional (2D) stereo images is given and the purpose is to find out the depth (disparity) of regions of the image in relation to the background, so that we can reconstruct the 3D structure of the image from the pair of 2D stereo images given. Using the Bayesian framework we implemented the forward-backward algorithm to unfold the disparity (depth) of a pair of stereo images. The results showed are very reasonable, but we point out there is room for improvement concerning the graph structure used. (c) 2009 Elsevier B.V. All rights reserved.
We consider range-Doppler imaging via transmitting a train of probing pulses as in radar and active sonar. We show that range-Doppler imaging can be formulated as a sparse signal recovery problem and that we can use a...
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We consider range-Doppler imaging via transmitting a train of probing pulses as in radar and active sonar. We show that range-Doppler imaging can be formulated as a sparse signal recovery problem and that we can use an expectation maximization based sparse Bayesian learning (EM-SBL) algorithm to achieve high resolution imaging. We also reduce the complexity of EM-SBL significantly by using an efficient forward-backward algorithm in the E step of the EM algorithm.
In this paper, we propose a modified forward-backward splitting method using the shrinking projection and the inertial technique for solving the inclusion problem of the sum of two monotone operators. We prove its str...
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In this paper, we propose a modified forward-backward splitting method using the shrinking projection and the inertial technique for solving the inclusion problem of the sum of two monotone operators. We prove its strong convergence under some suitable conditions in Hilbert spaces. We provide some numerical experiments including a comparison to show the implementation and the efficiency of our method.
This work proposes a modified forward-backward splitting algorithm combining an inertial technique for solving the monotone variational inclusion problem. The weak convergence theorem is established under some suitabl...
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This work proposes a modified forward-backward splitting algorithm combining an inertial technique for solving the monotone variational inclusion problem. The weak convergence theorem is established under some suitable conditions in Hilbert space, and a new step size is presented for our algorithm to speed up the convergence. We give an example and numerical results for supporting our main theorem in infinite dimensional spaces. We also provide an application to predict breast cancer by using our proposed algorithm for updating the optimal weight in machine learning. Moreover, we use the Wisconsin original breast cancer data set as a training set to show efficiency comparing with the other three algorithms in terms of three key parameters, namely, accuracy, recall, and precision.
In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product spac...
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In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of the studied algorithms requires one resolvent evaluation per set-valued operator, one forward evaluation per cocoercive operator, and two forward evaluations per monotone operator. Unlike existing methods, the structure of the proposed algorithms are suitable for distributed, decentralised implementation in ring networks without needing global summation to enforce consensus between nodes.
In this paper, we propose a novel splitting method for finding a zero point of the sum of two monotone operators where one of them is Lipschizian. The weak convergence the method is proved in real Hilbert spaces. Appl...
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In this paper, we propose a novel splitting method for finding a zero point of the sum of two monotone operators where one of them is Lipschizian. The weak convergence the method is proved in real Hilbert spaces. Applying the proposed method to composite monotone inclusions involving parallel sums yields a new primal-dual splitting which is different from the existing methods. Connections to existing works are clearly stated. We also provide an application of the proposed method to the image denoising by the total variation.
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