Stochastic forward Douglas-Rachford splitting method for monotone inclusions (Q2415203): Difference between revisions

The authors introduce a stochastic forward Douglas-Rachford primal-dual splitting method in order to determine zeros of sums of three maximally monotone operators in real separable Hilbert spaces and extend it to monotone inclusions with more complicated structure. The method is particularized to convex composite optimization problems. The rate of convergence of the new algorithms is studied in the case of strongly monotone operators and strongly convex functions, respectively. Comparisons to previous results from the literature and some ideas on step-size sequence selections close the paper. For the entire collection see [Zbl 1407.90006].