Solving Lagrangian variational inequalities with applications to stochastic programming (Q2189448)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Lagrangian variational inequalities with applications to stochastic programming |
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Solving Lagrangian variational inequalities with applications to stochastic programming (English)
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15 June 2020
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stochastic variational inequality problems
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stochastic programming problems
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Lagrangian variational inequalities
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Lagrange multipliers
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progressive hedging algorithm
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proximal point algorithm
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composite optimization
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