Personne
Cong Bang Vu
Cette personne n’est plus à l’EPFL
Publications associées (7)
A reflected forward-backward splitting method for monotone inclusions involving Lipschitzian operators
In this paper, we propose a novel splitting method for finding a zero point of the sum of two monotone operators where one of them is Lipschizian. The weak convergence the method is proved in real Hilbert spaces. Applying the proposed method to composite m ...
2020Inertial Three-Operator Splitting Method and Applications
Volkan Cevher, Alp Yurtsever, Cong Bang Vu
We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex minimization template. We provide practical guidance on the selection of the ...
2019On the linear convergence of the stochastic gradient method with constant step-size
The strong growth condition (SGC) is known to be a sufficient condition for linear convergence of the stochastic gradient method using a constant step-size γ (SGM-CS). In this paper, we provide a necessary condition, for the linear convergence of SGM-CS, t ...
2018Stochastic Forward-Douglas-Rachford Splitting for Monotone Inclusions
Volkan Cevher, Alp Yurtsever, Cong Bang Vu
We propose a stochastic Forward-Douglas-Rachford Splitting framework for finding a zero point of the sum of three maximally monotone operators in real separable Hilbert space, where one of the operators is cocoercive. We characterize the rate of convergenc ...
Springer International Publishing2018General Proximal Gradient Method: A Case for Non-Euclidean Norms
Volkan Cevher, Ya-Ping Hsieh, Marwa El Halabi, Cong Bang Vu, Van Quang Nguyen
In this paper, we consider composite convex minimization problems. We advocate the merit of considering Generalized Proximal gradient Methods (GPM) where the norm employed is not Euclidean. To that end, we show the tractability of the general proximity ope ...
2017Stochastic Three-Composite Convex Minimization
Volkan Cevher, Alp Yurtsever, Cong Bang Vu
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where it is computati ...
2016Stochastic Forward Douglas-Rachford Splitting Method for Monotone Inclusions
Volkan Cevher, Alp Yurtsever, Cong Bang Vu
We propose a stochastic Forward-Douglas-Rachford Splitting framework for finding a zero point of the sum of three maximally monotone operators, one of which is cocoercive, in a real separable Hilbert space. We characterize the rate of convergence in expect ...
Springer, Cham0