Ergodic Convergence of a Stochastic Proximal Point Algorithm
نویسندگان
چکیده
منابع مشابه
Ergodic convergence of a stochastic proximal point algorithm
The purpose of this paper is to establish the almost sure weak ergodic convergence of a sequence of iterates (xn) given by xn+1 = (I + λnA(ξn+1, . )) (xn) where (A(s, . ) : s ∈ E) is a collection of maximal monotone operators on a separable Hilbert space, (ξn) is an independent identically distributed sequence of random variables on E and (λn) is a positive sequence in l\l. The weighted average...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1017909