Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical analysis (65-XX)

Cites Work

Title not available (Why is that?)
On the \(O(1/t)\) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators
Monotone (nonlinear) operators in Hilbert space
Two-stage stochastic variational inequalities: an ERM-solution procedure
Accelerated schemes for a class of variational inequalities
Stochastic variational inequalities: single-stage to multistage
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
Dynamic stochastic approximation for multi-stage stochastic optimization
On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
Regularized sample average approximation approach for two-stage stochastic variational inequalities
Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
Solving Lagrangian variational inequalities with applications to stochastic programming
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
Variational and quasi-variational inequalities in mechanics
Monotonicity and complexity of multistage stochastic variational inequalities
Scenarios and Policy Aggregation in Optimization Under Uncertainty
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations
Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
Solving variational inequalities with Stochastic Mirror-Prox algorithm
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms
Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
A Stochastic Approximation Method
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem
Convex analysis and monotone operator theory in Hilbert spaces

This page was built for publication: Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6660846)