Improved variance reduction extragradient method with line search for stochastic variational inequalities

DOI10.1007/s10898-022-01135-1OpenAlexW4211096142MaRDI QIDQ6064028

Yong-Zhong Song, Ting Li, Xing-Ju Cai, Yumin Ma

Publication date: 8 November 2023

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-022-01135-1

zbMATH Keywords

variance reductionextragradient methodline searchstochastic variational inequalitymartingale difference

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35) Numerical methods for variational inequalities and related problems (65K15)

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