S. Villa (IIT / MIT)

Date(s) : 10/04/2015
14 h 00 min - 15 h 00 min

Title: Stochastic forward-backward algorithms for solving monotone inclusions\n\nAbstract: In this talk I will present and analyze the convergence of new stochastic forward-backward splitting algorithms for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator.\nThis latter framework has a number of interesting special cases\, including variational inequalities and convex minimization problems\, while stochastic approaches are practically relevant to account for perturbations in the data. I will present a nonasymptotic error analysis for the strongly monotone case\,\nas well as almost sure convergence under weaker assumptions.




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