A localized progressive hedging algorithm for solving nonmonotone stochastic variational inequalities

DOI10.1287/MOOR.2022.0017MaRDI QIDQ6634260zbMATH OpenFDO

Authors Xingbang Cui, Liping Zhang

Publication date 7 November 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2022.0017

zbMATH Keywords

locally elicitable maximal monotonicityprogressive hedging algorithmstochastic variational inequalities

Mathematics Subject Classification ID

Numerical methods for variational inequalities and related problems (65K15) Stochastic programming (90C15) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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