An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
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Publication:2278896
DOI10.1007/s10957-019-01578-9OpenAlexW2968504703WikidataQ127365090 ScholiaQ127365090MaRDI QIDQ2278896
Xiao-Juan Zhang, Gui-Hua Lin, Xue-Wu Du, Zhen-Ping Yang
Publication date: 11 December 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-019-01578-9
stochastic approximationconvergence ratestochastic variational inequalityoracle complexityinfeasible projection algorithm
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
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