Solving Lagrangian variational inequalities with applications to stochastic programming (Q2189448)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving Lagrangian variational inequalities with applications to stochastic programming |
scientific article; zbMATH DE number 7212161
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Solving Lagrangian variational inequalities with applications to stochastic programming |
scientific article; zbMATH DE number 7212161 |
Statements
Solving Lagrangian variational inequalities with applications to stochastic programming (English)
0 references
15 June 2020
0 references
stochastic variational inequality problems
0 references
stochastic programming problems
0 references
Lagrangian variational inequalities
0 references
Lagrange multipliers
0 references
progressive hedging algorithm
0 references
proximal point algorithm
0 references
composite optimization
0 references
0 references
0 references
0.8716735243797302
0 references
0.7869202494621277
0 references
0.7775031924247742
0 references
0.7756035923957825
0 references
0.7691714763641357
0 references