Heriot-Watt University
Edinburgh EH14 4ASColin Maclaurin Building CMT.19Aa.repetti@hw.ac.uk
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a.repetti@hw.ac.uk
Associate Professor
Department of Actuarial Mathematics and Statistics School of Mathematics and Computer Sciences
Institute of Sensors, Signals, and Systems School of Engineering and Physical Sciences
Department of Actuarial Mathematics and Statistics School of Mathematics and Computer Sciences
Institute of Sensors, Signals, and Systems School of Engineering and Physical Sciences
Une nouvelle approche régularisée pour la reconstruction de phase
A. Repetti, P. Combettes and J.-C. Pesquet
European Conference on Stochastic Programming and Energy Applications (ECSP 2014), Paris, IHP, France, 24 - 26 septembre 2014.
We propose a framework for designing fixed point algorithms relying on a notion of stochastic quasi-Fejér monotonicity. These methods rely on a sweep of blocks of variables activated at each iteration according to a random rule, and they allow stochastic errors in the evaluation of the involved operators. Using the proposed approach, we develop novel asynchronous distributed primal-dual methods in a multi-agent context. Then, we derive a class of proximal algorithms for solving composite convex variational problems.
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