Convergence analysis of the stochastic reflected forward-backward splitting algorithm.
Van Dung NguyenBang Công VuPublished in: Optim. Lett. (2022)
Keyphrases
- forward backward
- convergence analysis
- dynamic programming
- worst case
- computational complexity
- search space
- monte carlo
- optimization algorithm
- linear programming
- cost function
- lower bound
- hidden markov models
- upper bound
- machine learning
- tabu search
- convergence rate
- hybrid algorithm
- model free
- search algorithm
- newton method
- learning algorithm