On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973): Difference between revisions

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English	On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems	scientific article

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scholarly article

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title

On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (English)

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Mathematical Programming. Series A. Series B

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publication date

17 November 2017

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full work available at URL

https://arxiv.org/abs/1411.0209

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zbMATH Keywords

least norm solution

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smoothed Tikhonov trajectory

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gap function

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic optimization problems with nondifferentiable cost functionals

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Introduction to Stochastic Programming

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General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm

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Randomized Smoothing for Stochastic Optimization

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stochastic quasigradient methods and their application to system optimization<sup>†</sup>

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework

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Q4883218

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Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

0 references

Solving variational inequalities with Stochastic Mirror-Prox algorithm

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Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques

0 references

Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis

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Q5804312

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Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

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Q4421713

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Decentralized Resource Allocation in Dynamic Networks of Agents

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A class of gap functions for variational inequalities

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Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities

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Confidence Regions for Stochastic Variational Inequalities

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Weak Sharp Solutions of Variational Inequalities

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Nondifferential optimization via adaptive smoothing

0 references

On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging

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Robust Stochastic Approximation Approach to Stochastic Programming

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Q3491338

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Acceleration of Stochastic Approximation by Averaging

0 references

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

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A Stochastic Approximation Method

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Variational Analysis

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Monte Carlo sampling approach to stochastic programming

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Lectures on Stochastic Programming

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Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method

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SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

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On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

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Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games

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On stochastic gradient and subgradient methods with adaptive steplength sequences

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Identifiers

zbMATH Open document ID

1457.90102

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DOI

10.1007/s10107-017-1175-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1680973

@@ Property / arXiv ID @@
+.0209
@@ Property / arXiv ID: 1411.0209 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic optimization problems with nondifferentiable cost functionals
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
+Normal rank
@@ Property / cites work @@
+Randomized Smoothing for Stochastic Optimization
@@ Property / cites work: Randomized Smoothing for Stochastic Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+stochastic quasigradient methods and their application to system optimization<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
+Normal rank
@@ Property / cites work @@
+Q4883218
@@ Property / cites work: Q4883218 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Solving variational inequalities with Stochastic Mirror-Prox algorithm
+Normal rank
@@ Property / cites work @@
+Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques
+Normal rank
@@ Property / cites work @@
+Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
+Normal rank
@@ Property / cites work @@
+Q5804312
@@ Property / cites work: Q5804312 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank
@@ Property / cites work @@
+Decentralized Resource Allocation in Dynamic Networks of Agents
+Normal rank
@@ Property / cites work @@
+A class of gap functions for variational inequalities
+Normal rank
@@ Property / cites work @@
+Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Confidence Regions for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Weak Sharp Solutions of Variational Inequalities
@@ Property / cites work: Weak Sharp Solutions of Variational Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Nondifferential optimization via adaptive smoothing
+Normal rank
@@ Property / cites work @@
+On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Q3491338
@@ Property / cites work: Q3491338 / rank @@
+Normal rank
@@ Property / cites work @@
+Acceleration of Stochastic Approximation by Averaging
+Normal rank
@@ Property / cites work @@
+On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling approach to stochastic programming
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method
+Normal rank
@@ Property / cites work @@
+SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
+Normal rank
@@ Property / cites work @@
+On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games
+Normal rank
@@ Property / cites work @@
+On stochastic gradient and subgradient methods with adaptive steplength sequences
+Normal rank