Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators
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Publication:727220
DOI10.1007/s10957-016-0978-yzbMath1360.47010arXiv1508.02845OpenAlexW1759354130MaRDI QIDQ727220
Publication date: 6 December 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02845
dynamical systemsrandom maximal monotone operatorsstochastic forward-backward algorithmstochastic proximal point algorithm
Monotone operators and generalizations (47H05) Ordinary differential inclusions (34A60) Stochastic approximation (62L20) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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