Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045)
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scientific article; zbMATH DE number 7047598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging |
scientific article; zbMATH DE number 7047598 |
Statements
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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0.91535413
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0.8985791
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0.89716387
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0.8970723
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0.8956261
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0.89381176
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0.8883266
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0.88804555
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