Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities

DOI10.1137/17M1144799zbMath1415.65145arXiv1703.00262WikidataQ101496421 ScholiaQ101496421MaRDI QIDQ4620417

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Publication date: 8 February 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.00262

zbMATH Keywords

stochastic approximationvariance reductionextragradient methodline searchstochastic variational inequalitiesempirical process theorydynamic sampling

Mathematics Subject Classification ID

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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