13 citations · 25 across the 8 of their papers we have counts for
11 papers · 1 filter
Convergence analysis of the stochastic reflected forward-backward splitting algorithm
Nguyen Van Dung, Bang Cong Vu
We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian…
Finding the forward-Douglas-Rachford-forward method
Ernest K. Ryu, Bang Cong Vu
We consider the monotone inclusion problem with a sum of 3 operators, in which 2 are monotone and 1 is monotone-Lipschitz. The classical Douglas--Rachford and Forward-backward-forw…
A reflected forward-backward splitting method for monotone inclusions involving Lipschitzian operators
Volkan Cevher, Bang Cong Vu
The proximal extrapolated gradient method \cite{Malitsky18a} is an extension of the projected reflected gradient method \cite{Malitsky15}. Both methods were proposed for solving th…
Inertial Three-Operator Splitting Method and Applications
Volkan Cevher, Bang Cong Vu, Alp Yurtsever
We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex…
Stochastic Three-Composite Convex Minimization
Alp Yurtsever, Bang Cong Vu, Volkan Cevher
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong c…
A first-order stochastic primal-dual algorithm with correction step
Lorenzo Rosasco, Silvia Villa, Bang Cong Vu
We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and…