The elicited progressive decoupling algorithm: a note on the rate of convergence and a preliminary numerical experiment on the choice of parameters

DOI10.1007/s11228-021-00613-0zbMath1484.90058OpenAlexW3211381159MaRDI QIDQ2070411

Jie Sun, Min Zhang

Publication date: 24 January 2022

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

Full work available at URL: https://doi.org/10.1007/s11228-021-00613-0

zbMATH Keywords

proximal point algorithmstochastic variational inequalityprogressive decoupling algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

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