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pro vyhledávání: '"Tam, Matthew K."'
In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing methods th
Externí odkaz:
http://arxiv.org/abs/2410.15583
Autor:
Malitsky, Yura, Tam, Matthew K.
In this work, we consider a connected network of finitely many agents working cooperatively to solve a min-max problem with convex-concave structure. We propose a decentralised first-order algorithm which can be viewed as a non-trivial combination of
Externí odkaz:
http://arxiv.org/abs/2308.11876
Autor:
Tam, Matthew K.
Frugal resolvent splittings are a class of fixed point algorithms for finding a zero in the sum of the sum of finitely many set-valued monotone operators, where the fixed point operator uses only vector addition, scalar multiplication and the resolve
Externí odkaz:
http://arxiv.org/abs/2211.04594
In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those established for t
Externí odkaz:
http://arxiv.org/abs/2210.11252
Autor:
Tam, Matthew K., Uteda, Daniel J.
Variational inequalities provide a framework through which many optimisation problems can be solved, in particular, saddle-point problems. In this paper, we study modifications to the so-called Golden RAtio ALgorithm (GRAAL) for variational inequalit
Externí odkaz:
http://arxiv.org/abs/2208.05102
Publikováno v:
In Applied and Computational Harmonic Analysis November 2024 73
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
Externí odkaz:
http://arxiv.org/abs/2112.00274
Autor:
Malitsky, Yura, Tam, Matthew K.
In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only once per
Externí odkaz:
http://arxiv.org/abs/2108.02897
A novel approach for solving the general absolute value equation $Ax+B|x| = c$ where $A,B\in \mathbb{R}^{m\times n}$ and $c\in \mathbb{R}^m$ is presented. We reformulate the equation as a feasibility problem which we solve via the method of alternati
Externí odkaz:
http://arxiv.org/abs/2106.03268
In this work, we develop a systematic framework for computing the resolvent of the sum of two or more monotone operators which only activates each operator in the sum individually. The key tool in the development of this framework is the notion of th
Externí odkaz:
http://arxiv.org/abs/2011.01796