This paper provides a comprehensive study of the nonmonotone forward–backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fréchet differentiable (not necessarily convex) function and a proper lower...

We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given tolerance ε0, we show how to compute in finite time an...

The risk-neutral density is a fundamental concept in pricing financial derivatives, risk management, and assessing financial markets' perceptions over significant political or economic events. In this paper, we propose a new nonparametric method for estimating the risk-neutral density using...