Modified extragradient stochastic approximation algorithms for solving stochastic variational inequality problems

DOI10.11721/CQNUJ20190501MaRDI QIDQ3306457zbMATH OpenFDO

Authors Xiaojuan Zhang, Xuewu Du

Publication date 12 August 2020

Full work available at URL https://doi.org/10.11721/CQNUJ20190501

zbMATH Keywords

extragradient algorithmglobal convergencestochastic approximationstochastic variational inequality

Mathematics Subject Classification ID

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

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Cited in

(7)

• Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
• Variance-based subgradient extragradient method for stochastic variational inequality problems
• A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems
• Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
• scientific article; zbMATH DE number 151745 (Why is no real title available?)
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
• Modified Stochastic Extragradient Methods for Stochastic Variational Inequality

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