Dynamical Behavior of a Stochastic Forward–Backward Algorithm Using Random Monotone Operators

Journal of Optimization Theory and Applications

Volumn 171, Issue 1, 2016, Pages 90-120

  Bianchi, Pascal ^a   Hachem, Walid ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Dynamical systems; Random maximal monotone operators; Stochastic Forward Backward algorithm; Stochastic proximal point algorithm

Indexed keywords

DYNAMICS; ITERATIVE METHODS; STOCHASTIC SYSTEMS; VARIATIONAL TECHNIQUES;

DYNAMICAL BEHAVIORS; FORWARD / BACKWARD ALGORITHMS; MAXIMAL MONOTONE OPERATORS; MONOTONE OPERATORS; PROXIMAL POINT ALGORITHM; RANDOM MAXIMAL MONOTONE OPERATOR; STOCHASTIC FORWARD–BACKWARD ALGORITHM; STOCHASTIC PROXIMAL POINT ALGORITHM; STOCHASTICS;

DYNAMICAL SYSTEMS;

EID: 84979600342     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-016-0978-y     Document Type: Article

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