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Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications - MaRDI portal

Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications (Q5149551)

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scientific article; zbMATH DE number 7309465
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Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications
scientific article; zbMATH DE number 7309465

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    Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications (English)
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    11 February 2021
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    stochastic variational inequality
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    stochastic approximation
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    modified backward-forward algorithm
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    linear convergence rate
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    stochastic natural gas trading market
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