Corpus ID: 119122198

A constant step Forward-Backward algorithm involving random maximal monotone operators

@article{Bianchi2017ACS,
  title={A constant step Forward-Backward algorithm involving random maximal monotone operators},
  author={Pascal Bianchi and Walid Hachem and Adil Salim},
  journal={arXiv: Optimization and Control},
  year={2017}
}
  • Pascal Bianchi, Walid Hachem, Adil Salim
  • Published 2017
  • Mathematics
  • arXiv: Optimization and Control
  • A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the differential inclusion built from the sum of the two mean operators is considered. As a first result, it is shown that the interpolated process obtained from the iterates converges narrowly in the small step regime to the solution of this differential… CONTINUE READING

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