Dynamical Behavior of a Stochastic Forward–Backward Algorithm Using Random Monotone Operators
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چکیده
منابع مشابه
Dynamical Behavior of a Stochastic Forward-Backward Algorithm Using Random Monotone Operators
The purpose of this paper is to study the dynamical behavior of the sequence produced by a forward-backward algorithm, involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator as an Aumann integral, and assuming that the sum of the two mean operators is maximal (sufficient maximality conditions are provided), it is shown that wit...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2016
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-016-0978-y