Almost sure convergence of the forward–backward–forward splitting algorithm
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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.
Date issued
2015-05Department
Massachusetts Institute of TechnologyJournal
Optimization Letters
Publisher
Springer-Verlag
Citation
Vũ, Bằng Công. “Almost Sure Convergence of the Forward–backward–forward Splitting Algorithm.” Optim Lett 10, no. 4 (May 23, 2015): 781–803.
Version: Author's final manuscript
ISSN
1862-4472
1862-4480