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math.OC2026
Operator Splitting with Hamilton-Jacobi-based Proximals
Nicholas Di, Eric C. Chi, Samy Wu Fung
Operator splitting algorithms are a cornerstone of modern first-order optimization, decomposing complex problems into simpler subproblems solved via proximal operators. However, mo…
math.OC2025
A Monte Carlo Approach for Nonsmooth Convex Optimization via Proximal Splitting Algorithms
Nicholas Di, Eric C. Chi, Samy Wu Fung
Operator splitting algorithms are a cornerstone of modern first-order optimization, relying critically on proximal operators as their fundamental building blocks. However, explicit…