Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
Publication:5737725
DOI10.1137/15M1031953zbMath1365.65179arXiv1703.00260OpenAlexW2593248927WikidataQ101496416 ScholiaQ101496416MaRDI QIDQ5737725
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Publication date: 30 May 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.00260
convergencestochastic approximationvariance reductioncomplexity analysisextragradient methodpseudomonotonicitystochastic variational inequalities
Variational inequalities (49J40) Complexity and performance of numerical algorithms (65Y20) Existence of optimal solutions to problems involving randomness (49J55) Numerical methods for variational inequalities and related problems (65K15)
Related Items (48)
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