scientific article; zbMATH DE number 7652675

MaRDI QIDQ5873994zbMATH OpenFDO

Authors Yue-Hong He, X. J. Long

Publication date 10 February 2023

Full work available at URL http://yokohamapublishers.jp/online2/oppjo/vol18/p713.html

zbMATH Keywords

\(g\)-pseudomonotoneline searchstochastic approximationstochastic mixed variational inequalityvariance reduction

Mathematics Subject Classification ID

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

Recommendations

• Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
• Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
• A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems
• Minibatch forward-backward-forward methods for solving stochastic variational inequalities
• 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

Cited in

(16)

• Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
• Forward-reflected-backward method with variance reduction
• An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
• 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
• Variance-based extragradient methods with line search for stochastic variational inequalities
• Stochastic projection gradient algorithm for stochastic variational inequalities
• Minibatch forward-backward-forward methods for solving stochastic variational inequalities
• Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
• Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities
• Modified subgradient extragradient algorithms with a new line-search rule for variational inequalities
• Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities
• Variance reduced forward-reflected-backward algorithm for solving nonconvex finite-sum mixed variational inequalities
• A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems
• Non-asymptotic analysis of hybrid SPG for non-convex stochastic composite optimization
• Random and cyclic projection algorithms for strongly pseudomonotone variational inequalities
• Stochastic Bregman extragradient algorithm with line search for stochastic mixed variational inequalities

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5873994)