Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
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Publication:2668043
DOI10.1016/J.CAM.2022.114132zbMath1484.90128OpenAlexW4210774334MaRDI QIDQ2668043
Publication date: 3 March 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114132
complexitystochastic approximationnonlinear programmingvariance reductionproximal algorithmstochastic mixed variational inequality
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (3)
Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities ⋮ Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities ⋮ A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems
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