Stochastic forward-backward-half forward splitting algorithm with variance reduction
Optimization and Control
2025-06-10 v2
Abstract
In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator and a cocoercive operator in a separable real Hilbert space. By deffining a Lyapunov function, we establish the weak almost sure convergence of the proposed algorithm, and obtain the linear convergence when one of the maximally monotone operators is strongly monotone. Numerical examples are provided to show the performance of the proposed algorithm.
Cite
@article{arxiv.2312.00272,
title = {Stochastic forward-backward-half forward splitting algorithm with variance reduction},
author = {Liqian Qin and Yaxuan Zhang and Qiao-Li Dong and Michael Th. Rassias},
journal= {arXiv preprint arXiv:2312.00272},
year = {2025}
}