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We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it. 

We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it. 

Abstract Various strategies are available to construct iteratively a common fixed point of nonexpansive operators by activating only a block of operators at each iteration. In the more challenging class of composite fixed point problems involving operators that do not share common fixed points, current methods require the activation of all the operators at each iteration, and the question of maintaining convergence while updating only blocks of operators is open. We propose a method that achieves this goal and analyze its asymptotic behavior. Weak, strong, and linear convergence results are established by exploiting a connection with the theory of concentrating arrays. Applications to several nonlinear and nonsmooth analysis problems are presented, ranging from monotone inclusions and inconsistent feasibility problems, to variational inequalities and minimization problems arising in data science. 

We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far been proved only in the case of minimization problems. The proposed framework features Bregman distances that vary over the iterations and a novel assumption on the single-valued operator that captures various properties scattered in the literature. In the minimization setting, we obtain rates that are sharper than existing ones. 

Compositional data sets are ubiquitous in science, including geology, ecology, and microbiology. In microbiome research, compositional data primarily arise from high-throughput sequence-based profiling experiments. These data comprise microbial compositions in their natural habitat and are often paired with covariate measurements that characterize physicochemical habitat properties or the physiology of the host. Inferring parsimonious statistical associations between microbial compositions and habitat- or host-specific covariate data is an important step in exploratory data analysis. A standard statistical model linking compositional covariates to continuous outcomes is the linear log-contrast model. This model describes the response as a linear combination of log-ratios of the original compositions and has been extended to the high-dimensional setting via regularization. In this contribution, we propose a general convex optimization model for linear log-contrast regression which includes many previous proposals as special cases. We introduce a proximal algorithm that solves the resulting constrained optimization problem exactly with rigorous convergence guarantees. We illustrate the versatility of our approach by investigating the performance of several model instances on soil and gut microbiome data analysis tasks.