A First-Order Stochastic Primal-Dual Algorithm with Correction Step

DOI10.1080/01630563.2016.1254243zbMath1369.47074arXiv1602.07872OpenAlexW2964040277MaRDI QIDQ5357019

Băng Công Vũ, Silvia Villa, Lorenzo Rosasco

Publication date: 13 September 2017

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07872

zbMATH Keywords

weak convergencedualitymaximal monotone operatoroperator splittingprimal-dual algorithmergodic convergencecomposite operatormonotone inclusioncocoercive operatorstochastic errors

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Decomposition methods (49M27) Variational and other types of inclusions (47J22)

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