On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes

DOI10.1007/S11228-018-0472-9arXiv1610.08195WikidataQ130107647 ScholiaQ130107647MaRDI QIDQ6279061

Farzad Yousefian, Uday V. Shanbhag, Angelia Nedić

Publication date: 26 October 2016

Large-scale problems in mathematical programming (90C06) Noncooperative games (91A10) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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