Almost sure convergence of the forward-backward-forward splitting algorithm

نویسنده

  • Bang Công Vu
چکیده

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 andminimization problems are demonstrated.

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عنوان ژورنال:
  • Optimization Letters

دوره 10  شماره 

صفحات  -

تاریخ انتشار 2016