Almost sure convergence of the forward-backward-forward splitting algorithm

作者：Vu Bang Cong^*

来源：Optimization Letters, 2016, 10(4): 781-803.

DOI：10.1007/s11590-015-0904-5

• Monotone inclusion
• Monotone operator
• Operator splitting
• Lipschitzian operators
• Forward-backward-forward algorithm
• Composite operator
• Duality
• Primal-dual algorithm

In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are demonstrated.

• 出版日期2016-4
• 单位MIT