Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants

DOI10.1007/s10589-019-00120-xzbMath1439.90069arXiv1410.1628OpenAlexW3100033291WikidataQ105468621 ScholiaQ105468621MaRDI QIDQ2282819

Uday V. Shanbhag, Aswin Kannan

Publication date: 19 December 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.1628

zbMATH Keywords

stochastic approximationpseudomonotonevariational inequality problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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