Cover Image

Variance-Reduced Fast Operator Splitting Methods for Generalized Equations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Tran-Dinh, Quoc
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Machine Learning 90C25, 90C06, 90-08
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stochastic Variance-Reduced Forward-Reflected-Backward Splitting Methods for Nonmonotone Generalized Equations
by: Tran-Dinh, Quoc
Published: (2024)

Variance-Reduced Fast Krasnoselkii-Mann Methods for Finite-Sum Root-Finding Problems
by: Tran-Dinh, Quoc
Published: (2024)

Revisiting Extragradient-Type Methods -- Part 1: Generalizations and Sublinear Convergence Rates
by: Tran-Dinh, Quoc, et al.
Published: (2024)

Accelerated Extragradient-Type Methods -- Part 2: Generalization and Sublinear Convergence Rates under Co-Hypomonotonicity
by: Tran-Dinh, Quoc, et al.
Published: (2025)

Unbiased and Biased Variance-Reduced Forward-Reflected-Backward Splitting Methods for Stochastic Composite Inclusions
by: Tran-Dinh, Quoc, et al.
Published: (2026)

A Class of Accelerated Fixed-Point-Based Methods with Delayed Inexact Oracles and Its Applications
by: Nguyen-Trung, Nghia, et al.
Published: (2025)

Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction
by: Roth, Jake, et al.
Published: (2024)

Fast projection onto the top-k-sum constraint
by: Pan, Jianting, et al.
Published: (2025)

Peaceman-Rachford Splitting Method Converges Ergodically for Solving Convex Optimization Problems
by: Chen, Kaihuang, et al.
Published: (2025)

Faster Accelerated First-order Methods for Convex Optimization with Strongly Convex Function Constraints
by: Lin, Zhenwei, et al.
Published: (2022)

NewVEM: A Newton Vertex Exchange Method for a Class of Constrained Self-Concordant Minimization Problems
by: Liang, Ling, et al.
Published: (2024)

A Projection-Free Method for Solving Convex Bilevel Optimization Problems
by: Giang-Tran, Khanh-Hung, et al.
Published: (2023)

On $O(n)$ Algorithms for Projection onto the Top-$k$-sum Sublevel Set
by: Roth, Jake, et al.
Published: (2023)

Bilevel Learning via Inexact Stochastic Gradient Descent
by: Salehi, Mohammad Sadegh, et al.
Published: (2025)

Alternating minimization for square root principal component pursuit
by: Deng, Shengxiang, et al.
Published: (2024)

A Sparse Smoothing Newton Method for Solving Discrete Optimal Transport Problems
by: Hou, Di, et al.
Published: (2023)

A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-quadratic Regularized Optimal Transport Problems
by: Yang, Lei, et al.
Published: (2023)

Tractable downfall of basis pursuit in structured sparse optimization
by: Marmary, Maya V., et al.
Published: (2025)

A Benson-Type Algorithm for Bounded Convex Vector Optimization Problems with Vertex Selection
by: Dörfler, Daniel, et al.
Published: (2020)

Bregman Stochastic Proximal Point Algorithm with Variance Reduction
by: Traoré, Cheik, et al.
Published: (2025)

A squared smoothing Newton method for semidefinite programming
by: Liang, Ling, et al.
Published: (2023)

Efficient Data-Driven Leverage Score Sampling Algorithm for the Minimum Volume Covering Ellipsoid Problem in Big Data
by: Harris, Elizabeth, et al.
Published: (2024)

Randomized Nyström Preconditioned Interior Point-Proximal Method of Multipliers
by: Chu, Ya-Chi, et al.
Published: (2024)

Fix-and-Propagate Heuristics Using Low-Precision First-Order LP Solutions for Large-Scale Mixed-Integer Linear Optimization
by: Kempke, Nils-Christian, et al.
Published: (2025)

Data-Driven Hull-Fouling Cleaning Schedule Optimization to Reduce Carbon Footprint of Vessels
by: Ward, Samuel, et al.
Published: (2026)

Semi-Monotone Goldstein Line Search Strategy with Application in Sparse Recovery
by: Shabani, Shima, et al.
Published: (2025)

Nesterov's Accelerated Jacobi-Type Methods for Large-scale Symmetric Positive Semidefinite Linear Systems
by: Liang, Ling, et al.
Published: (2024)

Generalized Optimistic Methods for Convex-Concave Saddle Point Problems
by: Jiang, Ruichen, et al.
Published: (2022)

On the convergence of adaptive first order methods: proximal gradient and alternating minimization algorithms
by: Latafat, Puya, et al.
Published: (2023)

Adaptive proximal gradient methods are universal without approximation
by: Oikonomidis, Konstantinos A., et al.
Published: (2024)

Adaptive proximal algorithms for convex optimization under local Lipschitz continuity of the gradient
by: Latafat, Puya, et al.
Published: (2023)

Safeguarding adaptive methods: global convergence of Barzilai-Borwein and other stepsize choices
by: Ou, Hongjia, et al.
Published: (2024)

Fully First-Order Methods for Decentralized Bilevel Optimization
by: Wang, Xiaoyu, et al.
Published: (2024)

Long-Step Path-Following Algorithm for Quantum Information Theory: Some Numerical Aspects and Applications
by: Faybusovich, Leonid, et al.
Published: (2019)

Boscia.jl: A review and tutorial
by: Xiao, Wenjie, et al.
Published: (2025)

A KL-based Analysis Framework with Applications to Non-Descent Optimization Methods
by: Qiu, Junwen, et al.
Published: (2024)

A Two-Phase Adaptive Balanced Penalty Method for Controllable Pareto Front Learning under Split Feasibility Conditions
by: Hoang, Nguyen Viet, et al.
Published: (2026)

Accelerating preconditioned ADMM via degenerate proximal point mappings
by: Sun, Defeng, et al.
Published: (2024)

Fast Frank--Wolfe Algorithms with Adaptive Bregman Step-Size for Weakly Convex Functions
by: Takahashi, Shota, et al.
Published: (2025)

Second-order Information Promotes Mini-Batch Robustness in Variance-Reduced Gradients
by: Garg, Sachin, et al.
Published: (2024)