Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities

DOI10.1016/J.APNUM.2023.10.004MaRDI QIDQ6131490FDO

Authors Zhen-Ping Yang, Shuilian Xie, Yong Zhao, Guihua Lin

Publication date 5 April 2024

Published in Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence rateBregman distancegeneralized monotonicitystochastic mixed variational inequalityoperator extrapolation algorithmvariable sample-size

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Existence theories in calculus of variations and optimal control (49Jxx)

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Cited in

(2)

• Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities
• A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems

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