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We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…

Optimization and Control · Mathematics 2015-02-23 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

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…

Optimization and Control · Mathematics 2025-06-10 Liqian Qin , Yaxuan Zhang , Qiao-Li Dong , Michael Th. Rassias

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…

Optimization and Control · Mathematics 2015-05-20 Bang Cong Vũ

We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…

Optimization and Control · Mathematics 2026-02-13 Patrick L. Combettes , Javier I. Madariaga

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

Functional Analysis · Mathematics 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…

Optimization and Control · Mathematics 2016-02-26 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

In this article, we propose a splitting algorithm to find zeros of the sum of four maximally monotone operators in real Hilbert spaces. In particular, we consider a Lipschitzian operator, a cocoercive operator, and a linear composite term.…

Optimization and Control · Mathematics 2024-09-27 Fernando Roldán

This paper presents an improved forward-backward splitting algorithm with two inertial parameters. It aims to find a point in the real Hilbert space at which the sum of a co-coercive operator and a maximal monotone operator vanishes. Under…

Machine Learning · Computer Science 2025-05-08 İrfan Işik , Ibrahim Karahan , Okan Erkaymaz

We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward-backward method by integrating an inertial/momentum term alongside a…

Optimization and Control · Mathematics 2023-12-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundational result by Ryu, we fully characterize all methods that…

Optimization and Control · Mathematics 2025-04-16 Anton Åkerman , Enis Chenchene , Pontus Giselsson , Emanuele Naldi

In this paper, we propose an adaptive forward-backward-forward splitting algorithm for finding a zero of a pseudo-monotone operator which is split as a sum of three operators: the first is continuous single-valued, the second is…

Optimization and Control · Mathematics 2025-03-04 Flavia Chorobura , Ion Necoara , Jean-Christophe Pesquet

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

Optimization and Control · Mathematics 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

We introduce and investigate the convergence properties of an inertial forward-backward-forward splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitzian…

Optimization and Control · Mathematics 2014-02-24 Radu Ioan Bot , Ernö Robert Csetnek

In this paper we provide a splitting algorithm for solving coupled monotone inclusions in a real Hilbert space involving the sum of a normal cone to a vector subspace, a maximally monotone, a monotone-Lipschitzian, and a cocoercive…

Optimization and Control · Mathematics 2022-02-08 Luis M. Briceño-Arias , Jinjian Chen , Fernando Roldán , Yuchao Tang

In this work, we propose a new splitting algorithm for solving structured monotone inclusion problems composed of a maximally monotone operator, a maximally monotone and Lipschitz continuous operator and a cocoercive operator. Our method…

Optimization and Control · Mathematics 2025-11-07 Liqian Qin , Yuchao Tang , Jigen Peng

We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a…

Optimization and Control · Mathematics 2012-11-01 B. C. Vũ

We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…

Optimization and Control · Mathematics 2024-01-11 Vu Cong Bang , Dimitri Papadimitriou , Vu Xuan Nham

This work is concerned with the classical problem of finding a zero of a sum of maximal monotone operators. For the projective splitting framework recently proposed by Combettes and Eckstein, we show how to replace the fundamental…

Optimization and Control · Mathematics 2020-08-24 Patrick R. Johnstone , Jonathan Eckstein

We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…

Optimization and Control · Mathematics 2024-07-12 Nam V Tran , Hai T. T. Le , An V. Truong , Vuong T. Phan
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