A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
DOI10.1007/S00033-022-01730-YzbMATH Open1495.49018OpenAlexW4285091198MaRDI QIDQ2157808FDOQ2157808
Authors: Hongyuan Tao, Rongguang Lin, Yeol Je Cho, Shenghua Wang 
Publication date: 22 July 2022
Published in: ZAMP. Zeitschrift für angewandte Mathematik und Physik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00033-022-01730-y
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stochastic approximationmonotone variational inequalitystochastic variational inequalitysubgradient extragradient method
Nonlinear ergodic theorems (47H25) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15) Probabilistic metric spaces (54E70)
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Cited In (4)
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- Modified extragradient stochastic approximation algorithms for solving stochastic variational inequality problems
- Proximal point algorithms with inertial extrapolation for quasi-convex pseudo-monotone equilibrium problems
- An accelerated stochastic extragradient-like algorithm with new stepsize rules for stochastic variational inequalities
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