A prediction-correction ADMM for multistage stochastic variational inequalities
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Publication:6086141
DOI10.1007/s10957-023-02296-zzbMath1526.65028arXiv2205.03756OpenAlexW4386708304MaRDI QIDQ6086141
Publication date: 9 November 2023
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.03756
monotonicityweak convergencealternating direction method of multipliernonanticipativitymultistage stochastic variational inequality
Convex programming (90C25) 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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