Almost sure convergence of the forward–backward–forward splitting algorithm
Name
11590_2015_Article_904.pdf
Size
578.94 KB
Format
Adobe PDF
Checksum (MD5)
4bab2d363e3db64431e75036e23eab81
Author(s)
Vu, Bang Cong
Date Issued
May 2015
Journal
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
Abstract
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.
MIT Department
Massachusetts Institute of Technology
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1007/s11590-015-0904-5
