Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm

DOI10.1137/22m1475302zbMath1522.90058OpenAlexW4384525126MaRDI QIDQ6116392

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Publication date: 18 July 2023

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1475302

zbMATH Keywords

global convergencestochastic variational inequalitiessemismooth Newtonextragradient algorithmsuperlinear convergence rate

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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