Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10107-018-1251-y / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2793390883 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-Dimensional Variational Inequalities and Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expected Residual Minimization Method for Stochastic Linear Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust solution of monotone stochastic linear complementarity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-stage stochastic variational inequalities: an ERM-solution procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic $R_0$ Matrix Linear Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence Regions for Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample-path solution of stochastic variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extragradient Method with Variance Reduction for Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving stochastic complementarity problems in energy market modeling using scenario reduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Benders decomposition method for solving stochastic complementarity problems with an application in energy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium, uncertainty and risk in hydro-thermal electricity systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic variational inequalities: single-stage to multistage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotone Operators and the Proximal Point Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial inverse of a monotone operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003375 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonsmooth version of Newton's method / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10107-018-1251-Y / rank
 
Normal rank

Latest revision as of 07:06, 11 December 2024

scientific article
Language Label Description Also known as
English
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
scientific article

    Statements

    Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (English)
    0 references
    0 references
    0 references
    24 April 2019
    0 references
    progressive hedging algorithm
    0 references
    stochastic variational inequality problems
    0 references
    stochastic complementarity problems
    0 references
    stochastic programming problems
    0 references
    maximal monotone mappings
    0 references
    proximal point algorithm
    0 references
    problem decomposition
    0 references
    0 references

    Identifiers