Stochastic Forward–Backward Splitting for Monotone Inclusions
We propose and analyze the convergence of a novel stochastic algorithm for monotone inclusions that are sum of a maximal monotone operator and a single-valued cocoercive operator. The algorithm we propose is a natural stochastic extension of the classical forward–backward method. We provide a non-as...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2016
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| Online Access: | http://hdl.handle.net/1721.1/103419 https://orcid.org/0000-0001-6376-4786 |