Symplectic discretization approach for developing new proximal point algorithm
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convergence rate analysisLyapunov functionordinary differential equationsproximal point algorithmsymplectic discretization
Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical methods for variational inequalities and related problems (65K15) Complexity and performance of numerical algorithms (65Y20) Convex programming (90C25) Methods of reduced gradient type (90C52)
Cites work
- A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Accelerated proximal point method for maximally monotone operators
- An alternating direction method of multipliers with a worst-case \(O(1/n^2)\) convergence rate
- Analyze accelerated mirror descent via high-resolution ODEs
- Approximation of fixed points of nonexpansive mappings
- Convergence of Halpern’s Iteration Method with Applications in Optimization
- Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
- Convex analysis and monotone operator theory in Hilbert spaces
- [[:Publication:6091103|Fast Krasnosel’skiĭ–Mann Algorithm with a Convergence Rate of the Fixed Point Iteration of \(\boldsymbol{{ o} \left(\frac{1}Template:K \right)}\)]]
- Fast optimistic gradient descent ascent (OGDA) method in continuous and discrete time
- Fixed points of nonexpanding maps
- From Halpern's fixed-point iterations to Nesterov's accelerated interpretations for root-finding problems
- Geometric Numerical Integration
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- Large-scale convex optimization. Algorithms \& analyses via monotone operators
- Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexity
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Monotone (nonlinear) operators in Hilbert space
- Newton-like inertial dynamics and proximal algorithms governed by maximally monotone operators
- On the convergence rate of the Halpern-iteration
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting
- On the ergodic convergence rates of a first-order primal-dual algorithm
- Rate of convergence of the Nesterov accelerated gradient method in the subcritical case α ≤ 3
- Symplectic Geometric Algorithms for Hamiltonian Systems
- The developments of proximal point algorithms
- The rate of convergence of Nesterov's accelerated forward-backward method is actually faster than 1/k^2
- Tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems
- Understanding the acceleration phenomenon via high-resolution differential equations
- Weak convergence of the sequence of successive approximations for nonexpansive mappings
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