Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
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Publication:2668043
DOI10.1016/j.cam.2022.114132zbMath1484.90128OpenAlexW4210774334MaRDI QIDQ2668043
Publication date: 3 March 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114132
complexitystochastic approximationnonlinear programmingvariance reductionproximal algorithmstochastic mixed variational inequality
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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