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Raul T. Marcavillaca

Publications and source records attributed to Raul T. Marcavillaca.

3 recordsLinked to original sources

Inexact Warped Resolvent iterations

In this paper we aim to solve structured monotone inclusions using inexact warped resolvents evaluated under a relative-error criterion. The resulting algorithms admit a geometric interpretation as relaxed projection methods onto dynamically generated cuts, extending classical projection--proximal and hybrid extragradient proximal frameworks to nonlinear warped resolvent. Under mild assumptions, we establish weak convergence of the iterates. We further derive strong convergence results by incorporating projection steps onto intersections of halfspaces via Haugazeau-type scheme, as well as linear convergence under a metric subregularity assumption. The proposed algorithm provides a unified framework for incorporating inexact resolvent computations into several classical schemes arising in monotone operator theory and primal-dual optimization, such as Tseng's forward-backward-forward splitting, forward-backward-half-forward, Chambolle--Pock, and Condat--Vũ. Finally, we present applications in saddle-point and structured convex minimization problems. Numerical experiments on synthetic saddle-point instances and computed tomography reconstruction demonstrate the computational advantages of the proposed methods.

math.OC↗

A relative-error inertial-relaxed inexact projective splitting algorithm

For solving structured monotone inclusion problems involving the sum of finitely many maximal monotone operators, we propose and study a relative-error inertial-relaxed inexact projective splitting algorithm. The proposed algorithm benefits from a combination of inertial and relaxation effects, which are both controlled by parameters within a certain range. We propose sufficient conditions on these parameters and study the interplay between them in order to guarantee weak convergence of sequences generated by our algorithm. Additionally, the proposed algorithm also benefits from inexact subproblem solution within a relative-error criterion. Illustrative numerical experiments on LASSO problems indicate some improvement when compared with previous (noninertial and exact) versions of projective splitting.

math.OC↗

On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects

In this paper, we propose and study the asymptotic convergence and nonasymptotic global convergence rates (iteration-complexity) of an inertial under-relaxed version of the relative-error hybrid proximal extragradient (HPE) method for solving monotone inclusion problems. We analyze the proposed method under more flexible assumptions than existing ones on the extrapolation and relative-error parameters. As applications, we propose and/or study inertial under-relaxed forward-backward and Tseng's modified forward-backward type methods for solving structured monotone inclusions.

math.OC↗