A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities

DOI10.23952/JNVA.7.2023.6.08OpenAlexW4389705465MaRDI QIDQ6187733FDOQ6187733

Authors:

Publication date: 15 January 2024

Published in: Journal of Nonlinear and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.23952/jnva.7.2023.6.08

zbMATH Keywords

convergence resultstochastic variational inequalityinertial effectsprojection and contraction method

Mathematics Subject Classification ID

Functional analysis (46-XX) Operator theory (47-XX)

Cites Work

• A Stochastic Approximation Method
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• An Introduction to Variational Inequalities and Their Applications
• On quasimonotone variational inequalities.
• Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
• Title not available (Why is that?)
• Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
• Sample-path solution of stochastic variational inequalities
• Some methods of speeding up the convergence of iteration methods
• Seven kinds of monotone maps
• Title not available (Why is that?)
• New projection methods with inertial steps for variational inequalities
• On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
• An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
• Robust sample average approximation
• Variance-based extragradient methods with line search for stochastic variational inequalities
• On rates of convergence for sample average approximations in the almost sure sense and in mean
• Variance-based subgradient extragradient method for stochastic variational inequality problems
• 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
• A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models
• Stochastic approximation for optimization in shape spaces
• A method with convergence rates for optimization problems with variational inequality constraints
• Strong convergence of inertial forward–backward methods for solving monotone inclusions
• Relaxed inertial methods for solving the split monotone variational inclusion problem beyond co-coerciveness

This page was built for publication: A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6187733)