Stochastic Primal-Dual Three Operator Splitting Algorithm with Extension to Equivariant Regularization-by-Denoising

Junqi Tang, Matthias Ehrhardt, Carola-Bibiane Schönlieb

In this work we propose a stochastic primal-dual three-operator splitting algorithm (TOS-SPDHG) for solving a class of convex three-composite optimization problems. Our proposed sc…