A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium

DOI10.1142/S0217595920500360zbMATH Open1481.90300OpenAlexW3037450354MaRDI QIDQ5012885FDOQ5012885

Authors: Qiao-Na Fan, Yan-Chao Liang, Peiping Shen 

Publication date: 26 November 2021

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595920500360

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zbMATH Keywords

sample average approximationstochastic variational inequalitytraffic equilibriumD-gap functionhybrid Newton method

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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Cited In (5)

• Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm
• A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
• AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS
• Hybrid Stochastic Galerkin Finite Volumes for the Diffusively Corrected Lighthill-Whitham-Richards Traffic Model
• An accelerated subgradient extragradient algorithm for solving bilevel variational inequality problems involving non-Lipschitz operator

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