13 citations · 25 across the 8 of their papers we have counts for
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math.OC2015★ 3 cited
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…
math.OC2015★ 3 cited
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…
math.OC2015
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…