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Stochastic projective splitting (Q6155065)

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scientific article; zbMATH DE number 7806000

Language	Label	Description	Also known as
English	Stochastic projective splitting	scientific article; zbMATH DE number 7806000

Statements

scholarly article

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Stochastic projective splitting (English)

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Patrick R. Johnstone

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Jonathan Eckstein

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Computational Optimization and Applications

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publication date

16 February 2024

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zbMATH Keywords

proximal operator splitting

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monotone inclusions

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convex optimization

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stochastic gradient descent

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10589-023-00528-6

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Forward-reflected-backward method with variance reduction

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Solving Coupled Composite Monotone Inclusions by Successive Fejér Approximations of their Kuhn--Tucker Set

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Convex analysis and monotone operator theory in Hilbert spaces

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Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities

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Large-Scale Machine Learning with Stochastic Gradient Descent

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Optimization Methods for Large-Scale Machine Learning

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A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality

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Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions

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Proximal Splitting Methods in Signal Processing

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Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators

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Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping

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A three-operator splitting scheme and its optimization applications

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A simplified form of block-iterative operator splitting and an asynchronous algorithm resembling the multi-block alternating direction method of multipliers

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A family of projective splitting methods for the sum of two maximal monotone operators

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General Projective Splitting Methods for Sums of Maximal Monotone Operators

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Convergence Rates for Projective Splitting

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Projective splitting with forward steps only requires continuity

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Single-forward-step projective splitting: exploiting cocoercivity

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Projective splitting with forward steps

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Splitting Algorithms for the Sum of Two Nonlinear Operators

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A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity

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On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean

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Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

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A Stochastic Approximation Method

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A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10589-023-00528-6

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Sitelinks

Mathematics(1 entry)

mardi Publication:6155065

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