Solving Lagrangian variational inequalities with applications to stochastic programming
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Cites work
- scientific article; zbMATH DE number 1568999 (Why is no real title available?)
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Convex Analysis
- Generalized equations and their solutions, Part I: Basic theory
- Monotone Operators and the Proximal Point Algorithm
- On Penalty and Multiplier Methods for Constrained Minimization
- Partial inverse of a monotone operator
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Stochastic variational inequalities: single-stage to multistage
- The multiplier method of Hestenes and Powell applied to convex programming
- Variational Analysis
- Variational inequalities
Cited in
(24)- A randomized progressive hedging algorithm for stochastic variational inequality
- A stochastic Nash equilibrium problem for medical supply competition
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- Two-stage stochastic variational inequality arising from stochastic programming
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- A note on progressive hedging algorithm for multistage stochastic variational inequalities
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Minimizing buffered probability of exceedance by progressive hedging
- Special issue: On the interface between optimization and probability
- Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm
- A two-stage variational inequality for medical supply in emergency management
- Optimal emergency evacuation with uncertainty
- A model of multistage risk-averse stochastic optimization and its solution by scenario-based decomposition algorithms
- A prediction-correction ADMM for multistage stochastic variational inequalities
- The elicited progressive decoupling algorithm: a note on the rate of convergence and a preliminary numerical experiment on the choice of parameters
- A localized progressive hedging algorithm for solving nonmonotone stochastic variational inequalities
- Quasi-variational problems with non-self map on Banach spaces: existence and applications
- On the study of multistage stochastic vector quasi-variational problems
- Robust solutions to box-constrained stochastic linear variational inequality problem
- Two inertial proximal coordinate algorithms for a family of nonsmooth and nonconvex optimization problems
- Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
- A new low-cost feasible projection algorithm for pseudomonotone variational inequalities
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