Stochastic forward-backward-half forward splitting algorithm with variance reduction
In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator and a cocoercive operator in a separable real Hilbert space....
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| Vydané v: | Optimization letters Ročník 19; číslo 9; s. 1997 - 2010 |
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| Hlavní autori: | , , , |
| Médium: | Journal Article |
| Jazyk: | English |
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Heidelberg
Springer Nature B.V
01.12.2025
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| Abstract | In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator and a cocoercive operator in a separable real Hilbert space. By defining a Lyapunov function, we establish the weak almost sure convergence of the proposed algorithm, and obtain the linear convergence when one of the maximally monotone operators is strongly monotone. Numerical examples are provided to show the performance of the proposed algorithm. |
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| AbstractList | In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator and a cocoercive operator in a separable real Hilbert space. By defining a Lyapunov function, we establish the weak almost sure convergence of the proposed algorithm, and obtain the linear convergence when one of the maximally monotone operators is strongly monotone. Numerical examples are provided to show the performance of the proposed algorithm. |
| Author | Rassias, Michael Th Dong, Qiao-Li Zhang, Yaxuan Qin, Liqian |
| Author_xml | – sequence: 1 givenname: Liqian surname: Qin fullname: Qin, Liqian – sequence: 2 givenname: Yaxuan surname: Zhang fullname: Zhang, Yaxuan – sequence: 3 givenname: Qiao-Li orcidid: 0000-0001-6765-4437 surname: Dong fullname: Dong, Qiao-Li – sequence: 4 givenname: Michael Th surname: Rassias fullname: Rassias, Michael Th |
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| Cites_doi | 10.1137/17M1120099 10.1080/02331934.2022.2107926 10.1007/s10994-019-05785-3 10.1007/s10589-017-9909-6 10.1137/18M1207260 10.1007/978-3-319-48311-5 10.1137/S0363012998338806 10.3390/sym10110563 10.1007/s10957-019-01601-z 10.1007/s11067-022-09568-7 10.1007/s10107-019-01403-1 10.1007/s10898-011-9693-2 10.1007/s11228-017-0421-z 10.1137/22M1532548 10.1137/140971233 10.1007/s11228-011-0191-y 10.1007/s11067-022-09575-8 |
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| Title | Stochastic forward-backward-half forward splitting algorithm with variance reduction |
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