Modified Stochastic Extragradient Methods for Stochastic Variational Inequality

DOI10.4208/JCM.2206-M2021-0195MaRDI QIDQ6197987zbMATH OpenFDO

Authors

Publication date 20 February 2024

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/JCM.2206-M2021-0195

zbMATH Keywords

adaptive step-sizemodified stochastic extragradient methodspseudo-monotonestochastic variational inequality

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

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• Improved variance reduction extragradient method with line search for stochastic variational inequalities

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