Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities

DOI10.1287/moor.2017.0922zbMath1477.65101arXiv1703.00272OpenAlexW2963861305WikidataQ105584372 ScholiaQ105584372MaRDI QIDQ5219716

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Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.00272

zbMATH Keywords

stochastic approximationprojection methodrandomized algorithmsincremental methodsstochastic variational inequalitiesweak sharpnessTykhonov regularization

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic approximation (62L20) Numerical methods for variational inequalities and related problems (65K15)

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