Solving Lagrangian variational inequalities with applications to stochastic programming (Q2189448)
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scientific article; zbMATH DE number 7212161
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| English | Solving Lagrangian variational inequalities with applications to stochastic programming |
scientific article; zbMATH DE number 7212161 |
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Solving Lagrangian variational inequalities with applications to stochastic programming (English)
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15 June 2020
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stochastic variational inequality problems
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stochastic programming problems
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Lagrangian variational inequalities
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Lagrange multipliers
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progressive hedging algorithm
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proximal point algorithm
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composite optimization
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0.8716735243797302
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0.7869202494621277
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0.7775031924247742
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0.7756035923957825
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0.7691714763641357
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