Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
DOI10.1007/s10957-021-01882-3zbMath1472.65078OpenAlexW3173429568MaRDI QIDQ2046688
Publication date: 18 August 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01882-3
variance reductionproximal extragradient algorithmsingle-callstochastic mixed variational inequality
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for variational inequalities and related problems (65K15)
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