Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045)

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scientific article; zbMATH DE number 7047598
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English
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
scientific article; zbMATH DE number 7047598

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    Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (English)
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    24 April 2019
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    progressive hedging algorithm
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    stochastic variational inequality problems
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    stochastic complementarity problems
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    stochastic programming problems
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    maximal monotone mappings
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    proximal point algorithm
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    problem decomposition
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