Almost sure convergence of the forward-backward-forward splitting algorithm

DOI10.1007/S11590-015-0904-5zbMATH Open1346.47016arXiv1505.05118OpenAlexW1729314782MaRDI QIDQ276331FDOQ276331

Băng Công Vũ

Publication date: 3 May 2016

Published in: Optimization Letters (Search for Journal in Brave)

Abstract: In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are demonstrated.

Full work available at URL: https://arxiv.org/abs/1505.05118

zbMATH Keywords

operator splittingdualityprimal-dual algorithmcomposite operatorforward-backward-forward algorithmLipschitzian operatorsmonotone inclusionmonotone operator

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Programming in abstract spaces (90C48)

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Cited In (6)

• A reflected forward-backward splitting method for monotone inclusions involving Lipschitzian operators
• The forward-backward algorithm and the normal problem
• Accelerating convergence of a class of splitting algorithms with iterative foldings
• Convergence analysis of the stochastic reflected forward-backward splitting algorithm
• On the linear convergence rate of a relaxed forward–backward splitting method
• Convergence of an inertial reflected-forward-backward splitting algorithm for solving monotone inclusion problems with application to image recovery

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