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Yunier Bello-Cruz

Publications and source records attributed to Yunier Bello-Cruz.

At least 19 recordsLinked to original sources

On the sharp linear convergence rate of the circumcentered--reflection method on subspaces

For two subspaces $U,V\subseteq\RR^n$, the circumcentered--reflection method (CRM) of Behling, Bello-Cruz, and Santos~\citeyearpar{BBS2018} computes the projection onto $U\cap V$ using only the reflections across $U$ and $V$, with known linear-convergence rate equal to the cosine of the Friedrichs angle. We prove that, when CRM is initialized in $V$, it contracts at the strictly smaller rate $ρ_V=(\sin^2θ_p-\sin^2θ_F)/(\sin^2θ_p+\sin^2θ_F)$, where $θ_F\in(0,π/2]$ is the Friedrichs angle, whose cosine we denote by $c_F\coloneqq\cosθ_F$, and $θ_p\in[θ_F,π/2]$ is the largest principal angle between $U$ and $V$. The bound is sharp, attained on an explicit ray in $V$, and optimal among parameter-free single-step iterations. The constant itself is not new: Bauschke, Bello-Cruz, Nghia, Phan, and Wang~\citeyearpar{BBNPW2016} identified it as the optimal rate of the relaxed alternating-projection family and of their adaptive linesearch map $B_T$. Our contribution is that the parameter-free geometric circumcenter attains it as well, via Kantorovich's inequality applied to a single self-adjoint operator on $V$. Restricted to $V$, CRM coincides pointwise with the linesearch maps $A_T$ and $B_T$ from the Gubin--Polyak--Raik framework~\citep{GPR1967}. We further prove $ρ_V<c_F^2$ whenever $θ_F<π/2$, with one-step convergence exactly when $θ_F=θ_p$. Over-reflecting either or both of $R_U$, $R_V$ inside the circumcenter does not help. Going faster than $ρ_V$ universally requires memory: Chebyshev semi-iteration applied to $P_VP_U$ attains a strictly smaller rate, beating $ρ_V$ by a factor at most $2$, attained in the limit $θ_F\toθ_p$.

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A $3$-adic Recurrence for the Fixed Points of the Josephus Function $J_4$

In the Josephus problem with stepsize four, the participants in a circle are eliminated one by one, every fourth person leaving, until a single survivor remains. A fixed point occurs when the survivor turns out to be the person who began in the last seat. The circle sizes with this property form the sequence 1; 21; 38; 51; 122; 163; 689; 919; 2,906; and so on, whose gaps fluctuate erratically. This paper explains the fluctuation and turns it into a recurrence. Between consecutive fixed points, the circle sizes at which the survivor falls exactly one or two seats short of the last one, the near-misses, group into alternating blocks of the two kinds, and the length of every block is the number of times three divides a simple quantity built from the circle size that precedes the block. Iterating these divisibility counts carries each fixed point to the next. Stepsize four is the first case in which two kinds of near-miss coexist, and the alternation they force is what separates it from the solved cases of stepsizes two and three. As a byproduct, the survivor's position for an arbitrary circle size can be computed by walking the near-misses of a single interval, in a number of steps proportional to their count, rather than stepping through every smaller circle as the defining recursion does.

math.GM

The Method of Ellipcenters for Strongly Convex Functions

The Method of Ellipcenters (ME), introduced in~\cite{ME2025} for strongly convex quadratic minimization, uses two gradient evaluations per iteration: one at the current iterate and one at a companion point on the same level set. We extend ME to the broader class of strongly convex functions with Lipschitz continuous gradient. We prove that ME contracts unconditionally at the linear rate $1-μ^2/L^2$, and that at every step where the two gradient directions are linearly independent, which, in dimension at least two, is every step generically, it matches the rate of gradient descent with exact line search. In that linearly independent case, a midpoint argument exploiting the level-set symmetry yields a further per-step improvement, which is global when the angle between the two gradients is uniformly bounded away from zero. The same symmetry forces this angle to be obtuse, so the improvement is strictly active at every such step. ME also converges in at most two steps in dimension two. Numerical experiments on regularized logistic regression confirm the theoretical predictions.

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Q-quadratic convergence of the centralized circumcentered-reflection method under a relative interior condition

The centralized circumcentered-reflection method (\cCRM) of Behling, Bello-Cruz, Iusem, and Santos~\cite{Behling:2024} is known to converge superlinearly for the feasibility problem $\operatorname{find}\;z\in X\cap Y$ under a $\mathcal{C}^1$ smoothness assumption on the boundaries of $X$ and $Y$. We sharpen this to a quantitative rate: when the boundaries are $\mathcal{C}^2$ near the limit point $\bar z$, \cCRM\ converges Q-quadratically, with an asymptotic constant \( 2\max(κ_X,κ_Y)/ω\) governed by the boundary curvatures $κ_X,κ_Y$ at $\bar z$ and the local error-bound modulus $ω$. The estimate matches Newton-type second-order behavior even though \cCRM\ uses only projections and circumcenters, and numerical experiments on equality-constrained and spectral feasibility problems exhibit the predicted quadratic rate, with \cCRM\ reaching machine precision in a handful of steps where alternating projections and Douglas--Rachford take many. The argument is local and does not require $X\cap Y$ to have nonempty interior in $\re^n$: it suffices that the sets share an affine hull $L=\aff(X)=\aff(Y)$ and meet with nonempty relative interior, which is the natural setting for equality-constrained and spectral feasibility problems, where the classical full-dimensional hypothesis necessarily fails. A $\mathcal{C}^1$ version of the argument recovers and extends the superlinear rate of~\cite{Behling:2024} to this lower-dimensional regime. The case $\aff(X)\neq\aff(Y)$ is identified as open.

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On the geometry of circumcentric directions of cones

Behling, Bello-Cruz, Lara-Urdaneta, Oviedo, and Santos showed that the circumcentric direction $d$ of a finitely generated polyhedral cone $\KK\subset\RR^n$ admits an inscribed Euclidean ball of radius $\norm{d}^2$ inside the polar cone $\Kpolar$. We sharpen this result in several ways. The exact set of admissible perturbations is a polyhedron, strictly larger than the inscribed ball off the generators and unbounded along $\Kpolar$. From it we read off a closed form for $\norm{d}^2$ in terms of the inverse Gram matrix of the conic base, with two-sided spectral bounds, and an aperture identity $\norm{d}=\cosθ$ relating the generators to the axis $-d/\norm{d}$. The inscribed-ball estimate extends to closed convex pointed cones under one geometric condition: the normalized extremal section $E_\KK$ has affine hull avoiding the origin. The admissible set is then the intersection of half-spaces indexed by $E_\KK$, and the inscribed ball touches its boundary along $\norm{d}^2\,\closu E_\KK$. A Jordan-frame argument verifies the hypothesis for every simple symmetric cone and gives $\norm{d}^2=1/r$ for the Jordan rank $r$; the same value $1/n$ shows up for the doubly nonnegative cone, the direct-product case obeys the parallel-resistance rule $1/\norm{d}^2=\sum_\ell 1/\norm{d_\ell}^2$, and the $p$-cones with $p\ne 2$ provide a clean obstruction. We close with a sharp formula for the largest step from $d$ along a prescribed direction, worked out for $L_\infty$-ball constrained least squares and second-order cone programming; a piecewise smooth version where the inner Slater condition is exactly Mangasarian--Fromovitz; and a Bregman analogue covering a Mahalanobis instance and a mirror-descent step.

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Basis pursuit by inconsistent alternating projections

Basis pursuit is the problem of finding a vector with smallest $\ell_1$-norm among the solutions of a given linear system of equations. It is a well-known convex relaxation of the sparse affine feasibility problem, where sparse solutions to underdetermined systems are sought. Since basis pursuit admits a linear programming reformulation, standard LP solvers are directly applicable. We instead address the basis pursuit directly in its $\ell_1$-minimization form, without LP reformulation, via a scheme that uses alternating projections in its subproblems. These subproblems are designed to be inconsistent in the sense that they relate to two non-intersecting sets. Recently in [R. Behling, Y. Bello-Cruz and L.-R. Santos, SIAM J. Optim., 31 (2021), pp. 2863-2892], inconsistency coming from infeasibility has been shown to accelerate convergence of alternating projections. We deliberately enforce this inconsistency by constructing subproblems whose feasible sets are disjoint by design. We prove that the resulting $\ell_1$-radii converge linearly to the optimal value, and that when the solution is unique, all generated sequences converge linearly to it at a rate governed by a natural error bound between the feasible set and the optimal $\ell_1$-ball. The proposed method is numerically competitive against state-of-the-art open-source solvers on synthetic and real-world instances.

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Fejér* monotonicity in optimization algorithms

Fejér monotonicity is a well-established property often observed in sequences generated by optimization algorithms. In this paper, we study an extension of this property, called Fejér* monotonicity, which was initially proposed in [SIAM J. Optim., 34(3), 2535-2556 (2024)]. We discuss and explore its behavior within Hilbert spaces as a tool for optimization algorithms. Additionally, we investigate weak and strong convergence properties of this novel concept. Through illustrative examples and insightful results, we contrast Fejér* with weaker notions of quasi-Fejér-type monotonicity.

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Fixed Points of the Josephus Function via Fractional Base Expansions

In this paper, we investigate properties of the fixed point sequence of the Josephus function $J_3$. First, we establish a connection between this sequence and the Chinese Remainder Theorem. Next, we identify a clear numerical pattern for the digits of two consecutive fixed points when they are written in a non-standard fractional number system in base $3/2$. This result enables us to derive a recursive procedure for determining the digits of their base $3/2$ expansions.

math.GM

On circumcentered direct methods for monotone variational inequality problems

Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational inequality problems involving two classes of operators: paramonotone and monotone. Both schemes rely on approximate projections onto separating halfspaces, thereby avoiding computationally expensive exact projections. We establish convergence results for both methods and conduct numerical experiments, demonstrating that the proposed algorithms outperform classical methods, such as the extragradient algorithm, by orders of magnitude in terms of computational time, particularly when the feasible set is a complex intersection of convex sets.

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A Relative Inexact Proximal Gradient Method with an Explicit Linesearch

This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a non-differentiable convex function. We introduce an explicit line search applied specifically to the differentiable component of the objective function, requiring only a relative inexact solution of the proximal subproblem per iteration. We prove the convergence of the sequence generated by our scheme and establish its iteration complexity, considering both the functional values and a residual associated with first-order stationary solutions. Additionally, we provide numerical experiments to illustrate the practical efficacy of our method.

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A finitely convergent circumcenter method for the Convex Feasibility Problem

In this paper, we present a variant of the circumcenter method for the Convex Feasibility Problem (CFP), ensuring finite convergence under a Slater assumption. The method replaces exact projections onto the convex sets with projections onto separating halfspaces, perturbed by positive exogenous parameters that decrease to zero along the iterations. If the perturbation parameters decrease slowly enough, such as the terms of a diverging series, finite convergence is achieved. To the best of our knowledge, this is the first circumcenter method for CFP that guarantees finite convergence.

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A Proximal Gradient Method with an Explicit Line search for Multiobjective Optimization

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates a backtracking line search procedure that requires solving only one proximal subproblem per iteration, and is exclusively applied to the differentiable part of the objective functions. Under mild assumptions, we show that the sequence generated by the method convergences to a weakly Pareto optimal point of the problem. Additionally, we establish an iteration complexity bound by showing that the method finds an $\varepsilon$-approximate weakly Pareto point in at most ${\cal O}(1/\varepsilon)$ iterations. Numerical experiments illustrating the practical behavior of the method is presented.

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A semi-smooth Newton method for general projection equations applied to the nearest correlation matrix problem

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the projection onto a closed and convex cone. We then describe the iterative process for the general cone case and establish two convergence theorems. We apply these results to the constrained quadratic conic programming problem, emphasizing its connection to the projection equation. To illustrate the performance of our method, we conduct numerical experiments focusing on semidefinite least squares, in particular the nearest correlation matrix problem. In the latter scenario, we benchmark our outcomes against previous literature, presenting performance profiles and tabulated results for clarity and comparison.

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Analytical Study and Efficient Evaluation of the Josephus Function

A new approach to analyzing intrinsic properties of the Josephus function, $J_{_k}$, is presented in this paper. The linear structure between extreme points of $J_{_k}$ is fully revealed, leading to the design of an efficient algorithm for evaluating $J_{_k}(n)$. Algebraic expressions that describe how recursively compute extreme points, including fixed points, are derived. The existence of consecutive extreme and also fixed points for all $k\geq 2$ is proven as a consequence, which generalizes Knuth result for $k=2$. Moreover, an extensive comparative numerical experiment is conducted to illustrate the performance of the proposed algorithm for evaluating the Josephus function compared to established algorithms. The results show that the proposed scheme is highly effective in computing $J_{_k}(n)$ for large inputs.

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A successive centralized circumcenter reflection method for the convex feasibility problem

In this paper we present the successive centralization of the circumcenter reflection scheme with several control sequences for solving the convex feasibility problem in Euclidean space. Assuming that a standard error bound holds, we prove the linear convergence of the method with the most violated constraint control sequence. Under additional smoothness assumptions, we prove the superlinear convergence. Numerical experiments confirm the efficiency of our method.

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On the centralization of the circumcentered-reflection method

This paper is devoted to deriving the first circumcenter iteration scheme that does not employ a product space reformulation for finding a point in the intersection of two closed convex sets. We introduce a so-called centralized version of the circumcentered-reflection method (CRM). Developed with the aim of accelerating classical projection algorithms, CRM is successful for tracking a common point of a finite number of affine sets. In the case of general convex sets, CRM was shown to possibly diverge if Pierra's product space reformulation is not used. In this work, we prove that there exists an easily reachable region consisting of what we refer to as centralized points, where pure circumcenter steps possess properties yielding convergence. The resulting algorithm is called centralized CRM (cCRM). In addition to having global convergence, cCRM converges linearly under an error bound condition, and superlinearly if the two target sets are so that their intersection have nonempty interior and their boundaries are locally differentiable manifolds. We also run numerical experiments with successful results.

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On the convergence of iterative schemes for solving a piecewise linear system of equations

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first provide a negative answer via a counterexample to a conjecture on the global and finite convergence of the Newton iteration for symmetric and positive definite matrices. Additionally, we discuss some surprising features of the semi-smooth Newton iteration in low dimensions and its behavior in higher dimensions. Moreover, we present two iterative schemes inspired by the classical Jacobi and Gauss-Seidel methods for linear systems of equations for finding a solution to the problem. We study sufficient conditions for the convergence of both proposed procedures, which are also sufficient for the existence and uniqueness of solutions to the problem. Lastly, we perform some computational experiments designed to illustrate the behavior (in terms of CPU time) of the proposed iterations versus the semi-smooth Newton method for dense and sparse large-scale problems.

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Circumcentric directions of cones

Generalized circumcenters have been recently introduced and employed to speed up classical projection-type methods for solving feasibility problems. In this note, circumcenters are enforced in a new setting; they are proven to provide inward directions to sets given by convex inequalities. In particular, we show that circumcentric directions of finitely generated cones belong to the interior of their polars. We also derive a measure of interiorness of the circumcentric direction, which then provides a special cone of search directions, all being feasible to the convex region under consideration.

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