Stochastic forward-backward splitting for monotone inclusions
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- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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- Convergence of stochastic proximal gradient algorithm
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- Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- Dual averaging methods for regularized stochastic learning and online optimization
- Efficient online and batch learning using forward backward splitting
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- Ergodic mirror descent
- Gradient Convergence in Gradient methods with Errors
- Hilbert-Valued Perturbed Subgradient Algorithms
- Monotone (nonlinear) operators in Hilbert space
- Nonlinear monotone operators and convex sets in Banach spaces
- On perturbed proximal gradient algorithms
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- On the maximal monotonicity of subdifferential mappings
- On‐line learning for very large data sets
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- Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization. II: Shrinking procedures and optimal algorithms
- Pegasos: primal estimated sub-gradient solver for SVM
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- Robust Stochastic Approximation Approach to Stochastic Programming
- Signal Recovery by Proximal Forward-Backward Splitting
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Solving variational inequalities with stochastic mirror-prox algorithm
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic approximation methods for constrained and unconstrained systems
- Stochastic approximations and perturbations in forward-backward splitting for monotone operators
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Variable metric quasi-Fejér monotonicity
- Variational inequalities
Cited in
(17)- Convergence analysis of the stochastic reflected forward-backward splitting algorithm
- Stochastic approximations and perturbations in forward-backward splitting for monotone operators
- Modified Fejér sequences and applications
- Gradient flows and randomised thresholding: sparse inversion and classification
- Almost sure convergence of the forward-backward-forward splitting algorithm
- On the computation of equilibria in monotone and potential stochastic hierarchical games
- Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
- Two algorithms for solving systems of inclusion problems
- Minibatch forward-backward-forward methods for solving stochastic variational inequalities
- Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
- Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds
- Stochastic generalized Nash equilibrium seeking under partial-decision information
- 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
- 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
- Convergence of stochastic proximal gradient algorithm
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