Inexact model: a framework for optimization and variational inequalities

نویسندگان

چکیده

In this paper, we propose a general algorithmic framework for the first-order methods in optimization broad sense, including minimization problems, saddle-point problems and variational inequalities (VIs). This allows obtaining many known as special case, list accelerated gradient method, composite methods, level-set Bregman proximal methods. The idea of is based on constructing an inexact model main problem component, i.e. objective function or operator VIs. Besides reproducing results, our new which illustrate by universal conditional method VIs with structure. works smooth non-smooth optimal complexity without priori knowledge problem's smoothness. As particular case framework, introduce relative smoothness operators algorithm such operators. We also generalize relatively strongly convex objectives monotone

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An inexact proximal algorithm for variational inequalities

This paper presents a new inexact proximal method for solving monotone variational inequality problems with a given separable structure. The resulting method combines the recent proximal distances theory introduced by Auslender and Teboulle (2006) with a decomposition method given by Chen and Teboulle that was proposed to solve convex optimization problems. This method extends and generalizes p...

متن کامل

An inexact alternating direction method with SQP regularization for the structured variational inequalities

In this paper, we propose an inexact alternating direction method with square quadratic proximal  (SQP) regularization for  the structured variational inequalities. The predictor is obtained via solving SQP system  approximately  under significantly  relaxed accuracy criterion  and the new iterate is computed directly by an explicit formula derived from the original SQP method. Under appropriat...

متن کامل

A modified inexact implicit method for mixed variational inequalities

MSC: 65K10 90C25 90C30 Keywords: Mixed variational inequalities Implicit methods Resolvent operator Inexact methods Self-adaptive rules a b s t r a c t In this paper, we suggest and analyze an inexact implicit method with a variable parameter for mixed variational inequalities by using a new inexactness restriction. Under certain conditions, the global convergence of the proposed method is prov...

متن کامل

An Inexact Proximal Algorithm for Pseudomonotone and Quasimonotone Variational Inequalities

In this paper we introduce an inexact proximal point algorithm using proximal distances for solving variational inequality problems when the mapping is pseudomonotone or quasimonotone. Under some natural assumptions we prove that the sequence generates by the algorithm is convergent for the pseudomonotone case and weakly convergent for the quasimonotone ones. This approach unifies the results o...

متن کامل

Inexact Uzawa Algorithms for Variational Inequalities of the Second Kind

In this paper we discuss inexact Uzawa algorithms and inexact nonlinear Uzawa algorithms to solve discretized variational inequalities of the second kind. We prove convergence results for the algorithms. Numerical examples are included to show the effectiveness of the algorithms.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Optimization Methods & Software

سال: 2021

ISSN: ['1055-6788', '1026-7670', '1029-4937']

DOI: https://doi.org/10.1080/10556788.2021.1924714