A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
نویسندگان
چکیده
منابع مشابه
Stochastic Forward-Backward Splitting for Monotone Inclusions
We propose and analyze the convergence of a novel stochastic algorithm for monotone inclusions that are sum of a maximal monotone operator and a single-valued cocoercive operator. The algorithm we propose is a natural stochastic extension of the classical forward-backward method. We provide a non-asymptotic error analysis in expectation for the strongly monotone case, as L. Rosasco DIBRIS, Univ...
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ژورنال
عنوان ژورنال: Optimization
سال: 2016
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2015.1127371