Variance-based subgradient extragradient method for stochastic variational inequality problems
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Publication:2050568
DOI10.1007/s10915-021-01603-yOpenAlexW3193997538MaRDI QIDQ2050568
Gui-Hua Lin, Yuliang Wang, Jin Zhang, Zhen-Ping Yang
Publication date: 31 August 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-021-01603-y
stochastic approximationconvergence ratevariance reductionstochastic variational inequalitysubgradient extragradient algorithmbounded proximal error bound
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic approximation (62L20) Numerical methods for variational inequalities and related problems (65K15)
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Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems ⋮ Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities ⋮ A new regularized stochastic approximation framework for stochastic inverse problems ⋮ A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities ⋮ A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems
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