On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
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Publication:1711086
DOI10.1007/s11228-018-0472-9OpenAlexW2963155955WikidataQ130107647 ScholiaQ130107647MaRDI QIDQ1711086
Uday V. Shanbhag, Farzad Yousefian, Angelia Nedić
Publication date: 16 January 2019
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08195
stochastic variational inequalitiesNash gamesstochastic approximation methodsrandomized block coordinate methodsstochastic mirror-prox methods
Large-scale problems in mathematical programming (90C06) Noncooperative games (91A10) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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