Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities (Q6497046)

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Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities

scientific article; zbMATH DE number 7842712

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English	Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities	scientific article; zbMATH DE number 7842712

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instance of

scholarly article

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title

Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities (English)

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Journal of Global Optimization

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publication date

6 May 2024

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MaRDI profile type

MaRDI publication profile

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cites work

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A forward-backward splitting method for monotone inclusions without cocoercivity

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Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

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A Stochastic Approximation Method

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Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems

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An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10898-023-01346-0

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Sitelinks

Mathematics(1 entry)

mardi Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities