Almost sure convergence of the forward-backward-forward splitting algorithm
Optimization and Control
2015-05-20 v1
Abstract
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.
Cite
@article{arxiv.1505.05118,
title = {Almost sure convergence of the forward-backward-forward splitting algorithm},
author = {Bang Cong Vũ},
journal= {arXiv preprint arXiv:1505.05118},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:1210.2986