3 citations · 9 across the 5 of their papers we have counts for
5 papers
Stochastic inertial primal-dual algorithms
Lorenzo Rosasco, Silvia Villa, Bang Cong Vu
We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized r…
A stochastic inertial forward-backward splitting algorithm for multivariate monotone inclusions
Lorenzo Rosasco, Silvia Villa, Bang Cong Vu
We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operator…
Almost sure convergence of the forward-backward-forward splitting algorithm
Bang Cong Vũ
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 com…
A variable metric extension of the forward--backward--forward algorithm for monotone operators
B. C. Vũ
We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operato…
Variable Metric Forward-Backward Splitting with Applications to Monotone Inclusions in Duality
Patrick L. Combettes, Bang C. Vũ
We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algor…