Stochastic forward-backward-half forward splitting algorithm with variance reduction
Fuente:
arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866916783107080192 |
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| author | Qin, Liqian Zhang, Yaxuan Dong, Qiao-Li Rassias, Michael Th. |
| author_facet | Qin, Liqian Zhang, Yaxuan Dong, Qiao-Li Rassias, Michael Th. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_00272 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic forward-backward-half forward splitting algorithm with variance reduction Qin, Liqian Zhang, Yaxuan Dong, Qiao-Li Rassias, Michael Th. Optimization and Control 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. |
| title | Stochastic forward-backward-half forward splitting algorithm with variance reduction |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2312.00272 |