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math.OC2018
The Forward-Backward-Forward Method from continuous and discrete perspective for pseudo-monotone variational inequalities in Hilbert spaces
Radu Ioan Bot, Ernö Robert Csetnek, Phan Tu Vuong
Tseng's forward-backward-forward algorithm is a valuable alternative for Korpelevich's extragradient method when solving variational inequalities over a convex and closed set gover…
math.OC2018
A proximal minimization algorithm for structured nonconvex and nonsmooth problems
Radu Ioan Bot, Ernö Robert Csetnek, Dang-Khoa Nguyen
We propose a proximal algorithm for minimizing objective functions consisting of three summands: the composition of a nonsmooth function with a linear operator, another nonsmooth f…