Stochastic forward-backward splitting for monotone inclusions

DOI10.1007/S10957-016-0893-2zbMATH OpenNoneOpenAlexW2273889207MaRDI QIDQ289110FDOQ289110

Authors: Lorenzo Rosasco, Silvia Villa, Băng Công Vũ 

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

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zbMATH Keywords

forward-backward splitting algorithmmonotone inclusions[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=stochastic+Fej%EF%BF%BD%EF%BF%BDr+sequences&go=Go stochastic Fej��r sequences]stochastic first-order methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Stochastic programming (90C15) Monotone operators and generalizations (47H05)

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Cited In (17)

• Almost sure convergence of the forward-backward-forward splitting algorithm
• Inexact operator splitting method for monotone inclusion problems
• Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence
• Gradient flows and randomised thresholding: sparse inversion and classification
• Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds
• Two algorithms for solving systems of inclusion problems
• A random block-coordinate Douglas-Rachford splitting method with low computational complexity for binary logistic regression
• On the linear convergence of the stochastic gradient method with constant step-size
• Convergence of stochastic proximal gradient algorithm
• Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
• Modified Fejér sequences and applications
• Convergence analysis of the stochastic reflected forward-backward splitting algorithm
• Stochastic generalized Nash equilibrium seeking under partial-decision information
• Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
• Minibatch forward-backward-forward methods for solving stochastic variational inequalities
• Stochastic approximations and perturbations in forward-backward splitting for monotone operators
• On the computation of equilibria in monotone and potential stochastic hierarchical games

Uses Software

• Pegasos

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