3 papers
math.OC2025
Inexact JKO and proximal-gradient algorithms in the Wasserstein space
Simone Di Marino, Emanuele Naldi, Silvia Villa
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO sch…
math.OC2025
Splitting the Forward-Backward Algorithm: A Full Characterization
Anton Åkerman, Enis Chenchene, Pontus Giselsson +1
We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundat…
math.OC2023
The Degenerate Variable Metric Proximal Point Algorithm and Adaptive Stepsizes for Primal-Dual Douglas-Rachford
Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi
In this paper the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal po…