On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems

DOI10.1007/s11228-021-00572-6zbMath1473.90097arXiv1904.11076OpenAlexW3156816032MaRDI QIDQ2045192

Shisheng Cui, Uday V. Shanbhag

Publication date: 12 August 2021

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11076

zbMATH Keywords

stochastic optimizationstochastic approximationvariational inequality problemsextragradient schemes

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• Saga

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