Convergence analysis of the stochastic reflected forward–backward splitting algorithm

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased estimations of the Lipschitzian operator. We obtain the rate O (...

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Veröffentlicht in:	Optimization letters Jg. 16; H. 9; S. 2649 - 2679
Hauptverfasser:	Nguyen, Van Dung, Vũ, Bắng Công
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2022
Schlagworte:	Computational Intelligence Mathematics Mathematics and Statistics Numerical and Computational Physics Operations Research/Decision Theory Optimization Original Paper Simulation Monotone inclusion Duality Stochastic optimization Reflected method Ergodic convergence Primal–dual algorithm
ISSN:	1862-4472, 1862-4480
Online-Zugang:	Volltext
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