Solving variational inequalities with Stochastic Mirror-Prox algorithm (Q5168840)

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scientific article; zbMATH DE number 6318790
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Solving variational inequalities with Stochastic Mirror-Prox algorithm
scientific article; zbMATH DE number 6318790

    Statements

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    21 July 2014
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    variational inequalities with monotone operators
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    stochastic convex-concave saddle-point problem
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    large scale stochastic approximation
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    reduced complexity algorithms for convex optimization
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    math.OC
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    math.ST
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    stat.TH
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