A randomized progressive hedging algorithm for stochastic variational inequality

DOI10.3934/jimo.2023118OpenAlexW4386548421MaRDI QIDQ6149308

Zhenguo Mu

Publication date: 5 February 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2023118

zbMATH Keywords

stochastic programmingstochastic variational inequalityprogressive hedging algorithmnonanticipativity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Numerical solution to inverse problems in abstract spaces (65J22)

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