Variance-based subgradient extragradient method for stochastic variational inequality problems (Q2050568): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10915-021-01603-y / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3193997538 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5667328 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the \(O(1/t)\) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extensions of Korpelevich's extragradient method for the variational inequality problem in Euclidean space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence of subgradient extragradient methods for the variational inequality problem in Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: The subgradient extragradient method for solving variational inequalities in Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accelerated schemes for a class of variational inequalities / 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: On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators / 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: Equivalent differentiable optimization problems and descent methods for asymmetric 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: 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: Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative analysis for a class of two-stage stochastic linear variational inequality 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: Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributed Algorithms for Aggregative Games on Graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3161684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning in games with continuous action sets and unknown payoff functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of solutions to stochastic quasi-variational inequality and complementarity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4773116 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Projection Method for Variational Inequality Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-stage stochastic variational inequalities: theory, algorithms and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample average approximation method for a class of stochastic variational inequality problems / 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: Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributed Learning for Stochastic Generalized Nash Equilibrium Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities / rank
 
Normal rank

Latest revision as of 12:01, 26 July 2024

scientific article
Language Label Description Also known as
English
Variance-based subgradient extragradient method for stochastic variational inequality problems
scientific article

    Statements

    Variance-based subgradient extragradient method for stochastic variational inequality problems (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    31 August 2021
    0 references
    stochastic variational inequality
    0 references
    stochastic approximation
    0 references
    subgradient extragradient algorithm
    0 references
    variance reduction
    0 references
    bounded proximal error bound
    0 references
    convergence rate
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references