Almost sure convergence of the forward–backward–forward splitting algorithm

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.

Bibliographic Details
Main Author: Vu, Bang Cong
Other Authors: Massachusetts Institute of Technology
Format: Article
Language:English
Published: Springer-Verlag 2017
Online Access:http://hdl.handle.net/1721.1/107987