Stochastic forward-backward splitting for monotone inclusions

DOI10.1007/s10957-016-0893-2zbMathNoneMaRDI QIDQ289110

Băng Công Vũ, Lorenzo Rosasco, Silvia Villa

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0893-2

zbMATH Keywords

forward-backward splitting algorithm; monotone inclusions; stochastic Fejér sequences; stochastic first-order methods

Mathematics Subject Classification ID

90C25: Convex programming

65K10: Numerical optimization and variational techniques

90C15: Stochastic programming

47H05: Monotone operators and generalizations

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Uses Software

• Pegasos

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