Random monotone operators and application to stochastic optimization

A Salim - 2018 - pastel.hal.science
This thesis mainly studies optimization algorithms. Programming problems arising in signal
processing and machine learning are composite in many cases, ie they exhibit constraints …

A constant step stochastic douglas-rachford algorithm with application to non separable regularizations

A Salim, P Bianchi, W Hachem - 2018 IEEE International …, 2018 - ieeexplore.ieee.org
The Douglas Rachford algorithm is an algorithm that converges to a minimizer of a sum of
two convex functions. The algorithm consists in fixed point iterations involving computations …