In this paper, we propose two proximal point algorithms for investigating common zeros of a family of accretive operators. Weak and strong convergence of the two algorithms are obtained in a Banach space.
In this paper, we propose two proximal point algorithms for investigating common zeros of a family of accretive operators. Weak and strong convergence of the two algorithms are obtained in a Banach space.
The purpose of this article is to propose a viscosity-type algorithms for solving the common zero for a finite family of monotone mappings in Hadamard spaces. Some applications to convex optimization problem in Hadama...
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The purpose of this article is to propose a viscosity-type algorithms for solving the common zero for a finite family of monotone mappings in Hadamard spaces. Some applications to convex optimization problem in Hadamard space are also presented.
In this paper we investigate two approaches to minimizing a quadratic form subject to the intersection of finitely many ellipsoids. The first approach is the d.c. (difference of convex Functions) optimization algorith...
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In this paper we investigate two approaches to minimizing a quadratic form subject to the intersection of finitely many ellipsoids. The first approach is the d.c. (difference of convex Functions) optimization algorithm (abbr. DCA) whose main tools are the proximal point algorithm and/or the projection subgradient method in convex minimization. The second is a branch-and-bound scheme using Lagrangian duality for bounding and ellipsoidal bisection in branching. The DCA was first introduced by Pham Dinh in 1986 for a general d.c. program and later developed by our various work is a local method but, from a good starting point, it provides often a global solution. This motivates us to combine the DCA and our branch and bound algorithm in order to obtain a good initial point for the DCA and to prove the globality of the DCA. In both approaches we attempt to use the ellipsoidal constrained quadratic programs as the main subproblems. The idea is based upon the fact that these programs can be efficiently solved by some available (polynomial and nonpolynomial time) algorithms, among them the DCA with restarting procedure recently proposed by Pham Dinh and Le Thi has been shown to be the most robust and fast For large-scale problems. Several numerical experiments with dimension up to 200 are given which show the effectiveness and the robustness of the DCA and the combined DCA-branch-and-bound algorithm.
In a Hilbert space, we study the finite termination of iterative methods for solving a monotone variational inequality under a weak sharpness assumption. Most results to date require that the sequence generated by the...
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In a Hilbert space, we study the finite termination of iterative methods for solving a monotone variational inequality under a weak sharpness assumption. Most results to date require that the sequence generated by the method converges strongly to a solution. In this paper, we show that the proximal point algorithm for solving the variational inequality terminates at a solution in a finite number of iterations if the solution set is weakly sharp. Consequently, we derive finite convergence results for the gradient projection and extragradient methods. Our results show that the assumption of strong convergence of sequences can be removed in the Hilbert space case.
Based on the classical proximal point algorithm (PPA), some PPA-based numerical algorithms for general variational inequalities (GVIs) have been developed recently. Inspired by these algorithms, in this article we pro...
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Based on the classical proximal point algorithm (PPA), some PPA-based numerical algorithms for general variational inequalities (GVIs) have been developed recently. Inspired by these algorithms, in this article we propose some proximalalgorithms for solving linearly constrained GVIs (LCGVIs). The resulted subproblems are regularized proximally, and they are allowed to be solved either exactly or approximately.
We study stability properties of a proximal point algorithm for solving the inclusion 0 is an element of T(x) when T is a set-valued mapping that is not necessarily monotone. More precisely we show that the convergenc...
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We study stability properties of a proximal point algorithm for solving the inclusion 0 is an element of T(x) when T is a set-valued mapping that is not necessarily monotone. More precisely we show that the convergence of our algorithm is uniform, in the sense that it is stable under small perturbations whenever the set-valued mapping T is metrically regular at a given solution. We present also an inexact proximalpoint method for strongly metrically subregular mappings and show that it is super-linearly convergent to a solution to the inclusion 0 is an element of T(x). (C) 2007 Elsevier Inc. All rights reserved.
For minimizing a sum of finitely many proper, convex and lower semicontinuous functions over a nonempty closed convex set in an Euclidean space we propose a stochastic incremental mirror descent algorithm constructed ...
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For minimizing a sum of finitely many proper, convex and lower semicontinuous functions over a nonempty closed convex set in an Euclidean space we propose a stochastic incremental mirror descent algorithm constructed by means of the Nesterov smoothing. Further, we modify the algorithm in order to minimize over a nonempty closed convex set in an Euclidean space a sum of finitely many proper, convex and lower semicontinuous functions composed with linear operators. Next, a stochastic incremental mirror descent Bregman-proximal scheme with Nesterov smoothing is proposed in order to minimize over a nonempty closed convex set in an Euclidean space a sum of finitely many proper, convex and lower semicontinuous functions and a prox-friendly proper, convex and lower semicontinuous function. Different to the previous contributions from the literature on mirror descent methods for minimizing sums of functions, we do not require these to be (Lipschitz) continuous or differentiable. Applications in Logistics, Tomography and Machine Learning modelled as optimization problems illustrate the theoretical achievements
This paper develops a complementarity formulation for a multi-user class, simultaneous route and departure time choice dynamic user equilibrium (DUE) model. A path-based multiclass cell transmission model (mCTM) is em...
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This paper develops a complementarity formulation for a multi-user class, simultaneous route and departure time choice dynamic user equilibrium (DUE) model. A path-based multiclass cell transmission model (mCTM) is embedded to propagate the traffic flow on the network. Heterogeneous user classes are incorporated in the new formulation and heterogeneity is based on different preferred arrival times, cost perception for travel time, early and late arrival penalties. Multiple model properties have been showed. The proposed model is solved as an equivalent non-monotone variational inequality (VI) problem defined on a product set. A modified proximal point algorithm is used to solve the proposed non-monotone VI problem. Numerical results show that the solution approach is able to find the equilibrium or close to equilibrium solutions. The new formulation and solution approach show the feasibility of solving the multiclass DUE problem for general traffic networks.
We study a nonlinear semigroup associated with a nonexpansive mapping on an Hadamard space and establish its weak convergence to a fixed point. A discrete-time counterpart of such a semigroup, the proximalpoint algor...
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We study a nonlinear semigroup associated with a nonexpansive mapping on an Hadamard space and establish its weak convergence to a fixed point. A discrete-time counterpart of such a semigroup, the proximal point algorithm, turns out to have the same asymptotic behavior. This complements several results in the literature-both classical and more recent ones. As an application, we obtain a new approach to heat flows in singular spaces for discrete as well as continuous times.
A generalized fractional programming problem is defined as the problem of minimizing a nonlinear function, defined as the maximum of several ratios of functions on a feasible domain. In this paper, we propose new meth...
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A generalized fractional programming problem is defined as the problem of minimizing a nonlinear function, defined as the maximum of several ratios of functions on a feasible domain. In this paper, we propose new methods based on the method of centers, on the proximal point algorithm and on the idea of bundle methods, for solving such problems. First, we introduce proximal point algorithms, in which, at each iteration, an approximate prox-regularized parametric subproblem is solved inexactly to obtain an approximate solution to the original problem. Based on this approach and on the idea of bundle methods, we propose implementable proximal bundle algorithms, in which the objective function of the last mentioned prox-regularized parametric subproblem is replaced by an easier one, typically a piecewise linear function. The methods deal with nondifferentiable nonlinearly constrained convex minimax fractional problems. We prove the convergence, give the rate of convergence of the proposed procedures and present numerical tests to illustrate their behavior.
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