Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities

DOI10.1137/13090506XzbMath1304.49022arXiv1406.6985OpenAlexW1998826940MaRDI QIDQ2934486

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6985

zbMATH Keywords

stochastic optimization confidence region confidence interval sample average approximation stochastic variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (11)

Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications ⋮ Asymptotic analysis for a stochastic semidefinite programming ⋮ Confidence regions of stochastic variational inequalities: error bound approach ⋮ Two-stage stochastic variational inequalities: an ERM-solution procedure ⋮ Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities ⋮ On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems ⋮ Confidence regions of two‐stage stochastic linear complementarity problems ⋮ Confidence Intervals for Sparse Penalized Regression With Random Designs ⋮ Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities ⋮ Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants ⋮ Moderate deviations for stochastic variational inequalities

This page was built for publication: Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities