Stochastic forward-backward splitting for monotone inclusions
From MaRDI portal
Publication:289110
DOI10.1007/s10957-016-0893-2zbMathNoneOpenAlexW2273889207MaRDI 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
forward-backward splitting algorithmmonotone inclusionsstochastic Fejér sequencesstochastic first-order methods
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Monotone operators and generalizations (47H05)
Related Items
Almost sure convergence of the forward-backward-forward splitting algorithm ⋮ Gradient flows and randomised thresholding: sparse inversion and classification* ⋮ 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 ⋮ A random block-coordinate Douglas-Rachford splitting method with low computational complexity for binary logistic regression ⋮ Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds ⋮ On the computation of equilibria in monotone and potential stochastic hierarchical games ⋮ Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence ⋮ Inexact operator splitting method for monotone inclusion problems ⋮ Convergence of stochastic proximal gradient algorithm ⋮ Modified Fejér sequences and applications ⋮ On the linear convergence of the stochastic gradient method with constant step-size ⋮ Stochastic generalized Nash equilibrium seeking under partial-decision information ⋮ Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces ⋮ Convergence analysis of the stochastic reflected forward-backward splitting algorithm
Uses Software
Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An optimal method for stochastic composite optimization
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- A sparsity preserving stochastic gradient methods for sparse regression
- Pegasos: primal estimated sub-gradient solver for SVM
- Variable metric quasi-Fejér monotonicity
- Monotone (nonlinear) operators in Hilbert space
- Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
- Stochastic approximation methods for constrained and unconstrained systems
- Convergence of stochastic proximal gradient algorithm
- Almost sure convergence of stochastic gradient processes with matrix step sizes
- On the maximal monotonicity of subdifferential mappings
- A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
- Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
- Accelerated and Inexact Forward-Backward Algorithms
- Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- An optimal algorithm for stochastic strongly-convex optimization
- Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities
- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
- Robust Stochastic Approximation Approach to Stochastic Programming
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Gradient Convergence in Gradient methods with Errors
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Ergodic Mirror Descent
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Solving variational inequalities with Stochastic Mirror-Prox algorithm
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- On perturbed proximal gradient algorithms
- Hilbert-Valued Perturbed Subgradient Algorithms
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
- On‐line learning for very large data sets
- Signal Recovery by Proximal Forward-Backward Splitting
- Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
- Nonlinear monotone operators and convex sets in Banach spaces
- Variational inequalities
- Convex analysis and monotone operator theory in Hilbert spaces
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item