Stochastic forward-backward splitting for monotone inclusions

DOI10.1007/s10957-016-0893-2zbMathNoneOpenAlexW2273889207MaRDI QIDQ289110

Băng Công Vũ, Lorenzo Rosasco, Silvia Villa

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0893-2

zbMATH Keywords

forward-backward splitting algorithmmonotone inclusionsstochastic Fejér sequencesstochastic first-order methods

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Monotone operators and generalizations (47H05)

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Uses Software

• Pegasos

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