Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities

Mathias Staudigl; Panayotis Mertikopoulos

doi:10.1016/j.ifacol.2019.06.021

Conference Papers Year : 2019

Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities

(1) , (2)

1
2

Mathias Staudigl

Function : Author

Maastricht University [Maastricht]

Panayotis Mertikopoulos

Function : Author
PersonId : 1933
IdHAL : mertikop
ORCID : 0000-0003-2026-9616
IdRef : 253119758

Performance analysis and optimization of LARge Infrastructures and Systems

CV

Keywords

Stochastic Approximation Variance Reduction Forward-Backward-Forward Algorithm Variational inequalites

Domains

Optimization and Control [math.OC]

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NoisyFBF-LSS.pdf (591.55 Ko)

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Panayotis Mertikopoulos : Connect in order to contact the contributor

https://inria.hal.science/hal-02405750

Submitted on : Wednesday, December 11, 2019-7:00:12 PM

Last modification on : Friday, April 5, 2024-3:09:44 AM

Long-term archiving on : Thursday, March 12, 2020-11:10:15 PM

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hal-02405750 , version 1 (11-12-2019)

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HAL Id : hal-02405750 , version 1
DOI : 10.1016/j.ifacol.2019.06.021

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Mathias Staudigl, Panayotis Mertikopoulos. Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities. LSS 2019 - 15th IFAC Symposium on Large Scale Complex Systems: Theory and Applications, May 2019, Delft, Netherlands. pp.120-125, ⟨10.1016/j.ifacol.2019.06.021⟩. ⟨hal-02405750⟩

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Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities

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