7,397 research outputs found
A stochastic inertial forward-backward splitting algorithm for multivariate monotone inclusions
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 operators. More precisely, we establish almost sure
convergence in real Hilbert spaces of the sequence of iterates to an optimal
solution. Then, based on this analysis, we introduce two new classes of
stochastic inertial primal-dual splitting methods for solving structured
systems of composite monotone inclusions and prove their convergence. Our
results extend to the stochastic and inertial setting various types of
structured monotone inclusion problems and corresponding algorithmic solutions.
Application to minimization problems is discussed
Stochastic forward-backward and primal-dual approximation algorithms with application to online image restoration
Stochastic approximation techniques have been used in various contexts in
data science. We propose a stochastic version of the forward-backward algorithm
for minimizing the sum of two convex functions, one of which is not necessarily
smooth. Our framework can handle stochastic approximations of the gradient of
the smooth function and allows for stochastic errors in the evaluation of the
proximity operator of the nonsmooth function. The almost sure convergence of
the iterates generated by the algorithm to a minimizer is established under
relatively mild assumptions. We also propose a stochastic version of a popular
primal-dual proximal splitting algorithm, establish its convergence, and apply
it to an online image restoration problem.Comment: 5 Figure
Almost sure convergence of the forward-backward-forward splitting algorithm
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 composite monotone inclusion and minimization problems
are demonstrated.Comment: arXiv admin note: text overlap with arXiv:1210.298
Polar Varieties, Real Equation Solving and Data-Structures: The hypersurface case
In this paper we apply for the first time a new method for multivariate
equation solving which was developed in \cite{gh1}, \cite{gh2}, \cite{gh3} for
complex root determination to the {\em real} case. Our main result concerns the
problem of finding at least one representative point for each connected
component of a real compact and smooth hypersurface. The basic algorithm of
\cite{gh1}, \cite{gh2}, \cite{gh3} yields a new method for symbolically solving
zero-dimensional polynomial equation systems over the complex numbers. One
feature of central importance of this algorithm is the use of a
problem--adapted data type represented by the data structures arithmetic
network and straight-line program (arithmetic circuit). The algorithm finds the
complex solutions of any affine zero-dimensional equation system in non-uniform
sequential time that is {\em polynomial} in the length of the input (given in
straight--line program representation) and an adequately defined {\em geometric
degree of the equation system}. Replacing the notion of geometric degree of the
given polynomial equation system by a suitably defined {\em real (or complex)
degree} of certain polar varieties associated to the input equation of the real
hypersurface under consideration, we are able to find for each connected
component of the hypersurface a representative point (this point will be given
in a suitable encoding). The input equation is supposed to be given by a
straight-line program and the (sequential time) complexity of the algorithm is
polynomial in the input length and the degree of the polar varieties mentioned
above.Comment: Late
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