Stochastic forward Douglas-Rachford splitting method for monotone inclusions

DOI10.1007/978-3-319-97478-1_7zbMath1461.47031OpenAlexW2272553923MaRDI QIDQ2415203

Băng Công Vũ, A. Yurtsever, Volkan Cevher

Publication date: 21 May 2019

Full work available at URL: https://infoscience.epfl.ch/record/215759/files/CVY2016_preprint.pdf

zbMATH Keywords

dualitymonotone operatoroperator splittingprimal-dual algorithmcomposite operatormonotone inclusionforward backward algorithmcocoercive

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Decomposition methods (49M27)

Related Items (6)

Approximation of backward stochastic partial differential equations by a splitting-up method ⋮ Unnamed Item ⋮ Fejér-monotone hybrid steepest descent method for affinely constrained and composite convex minimization tasks ⋮ A note on the forward-Douglas-Rachford splitting for monotone inclusion and convex optimization ⋮ Convergence analysis of an inexact three-operator splitting algorithm ⋮ Convergence analysis of the stochastic reflected forward-backward splitting algorithm

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