Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045): Difference between revisions
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Revision as of 04:30, 5 March 2024
scientific article
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English | Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging |
scientific article |
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Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (English)
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24 April 2019
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progressive hedging algorithm
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stochastic variational inequality problems
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stochastic complementarity problems
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stochastic programming problems
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maximal monotone mappings
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proximal point algorithm
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problem decomposition
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