这类算法里面最简单的就是投影梯度法，投影是backward，梯度是forward。稍微扩展一下就是Proximal Gradient...
优化算法是在离散梯度流$\dot X=-\nabla f(x)$ 然后做operator splitting 一部分隐式一部分显示 ...
Forward-Backward Splitting Algorithm: Goldstein T, Studer C, Baraniuk R. A field guide to forward-backward splitting with a FASTA implementation[J]. arXiv preprint arXiv:1411.3406, 2014. 这篇文章非常棒,对FBSA算法有个非常直观的解释:
Bredies, K.: A forward-backward splitting algorithm for the minimization of non-smooth con- vex functionals in Banach space. Inverse Problems 25(1), 015,005 (2009)K. Bredies. A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space. Inverse...
W. Gao, J. Chen, C. Richard, and J. Huang, "Online dic- tionary learning for kernel LMS analysis and forward- backward splitting algorithm," in IEEE Trans. Signal Process., 2013, submitted.W. Gao, J. Chen, C. Richard, and J. Huang, "Online Dictionary Learning for Kernel LMS," ...
Forward-backward splittingLegendre functionMonotone operatorWe establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far been ...
(6.11)]和基于forward–backward split- ting的算法[9], 需要假设伪梯度映射是强单调的, 而另 一基于forward–backward splitting的算法[10], 则需要 假设伪梯度映射是协强制的; 基于forward–reflected– backward splitting 的算法[13, 算法5], 其每一轮迭代只进 行一次信息交换, 而且只需要假设伪梯度映射是...
Forward–backward methodTseng’s methodOperator splitting methodIn this paper we propose an explicit algorithm for solving a variational inclusion problem of the sum of two operators, the one is maximally monotone and the other is monotone and Lipschitz continuous. The algorithm uses the variable ...
一种迭代优化算法，例如prox-linear算法：从一个初始点出发，向前是沿着数据项函数梯度往前走一步，后向...
forward–backward splitting algorithmmonotone inclusionmonotone operatorprimal-dual algorithmquasi-Fejér sequencevariable metricWe investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator ...