On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

DOI10.1007/s10107-017-1175-yzbMath1457.90102arXiv1411.0209OpenAlexW1822292100WikidataQ105583485 ScholiaQ105583485MaRDI QIDQ1680973

Farzad Yousefian, Angelia Nedić, Uday V. Shanbhag

Publication date: 17 November 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0209

zbMATH Keywords

gap functionleast norm solutionsmoothed Tikhonov trajectory

Mathematics Subject Classification ID

Variational inequalities (49J40) Stochastic programming (90C15) Applications of game theory (91A80) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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