2 problems

0 votes0 replies0 views
Convergence of the distributed stochastic preconditioned forward-backward algorithm with stochastic approximation
Let Assumptions … , and … , using the approximation in … . Convergence conjecture. The generated sequence converges to a v-SGNE of the game. The conjecture concerns the stochastic-…
Conjectureopenforward-backward-algorithms generalized-nash-equilibrium stochastic-optimizationarXiv posted 2 days ago
0 votes0 replies0 views
Weak convergence conjecture for the forward-backward algorithm under weaker step-size conditions
Let $\mathcal H$ be the Hilbert space considered in the forward-backward algorithm, let $\Phi$ be the convex function defining the proximal mapping, let $B$ be the monotone cocoerc…
Conjectureopenconvex-optimization forward-backward-algorithms monotone-operator-theoryarXiv posted 2 days ago

Convergence of the distributed stochastic preconditioned forward-backward algorithm with stochastic approximation