Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities

DOI10.1007/s10957-021-01882-3zbMath1472.65078OpenAlexW3173429568MaRDI QIDQ2046688

Gui-Hua Lin, Zhen-Ping Yang

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

zbMATH Keywords

variance reductionproximal extragradient algorithmsingle-callstochastic mixed variational inequality

Mathematics Subject Classification ID

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)

Related Items (2)

Properties of the Solution Set of a Class of Mixed Variational Inqualities ⋮ Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities

Uses Software

• UCI-ml
• MNIST

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