Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
type: Item
instance of: scholarly article
title: Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
zbMATH Open document ID: 1421.90100
author: R. T. Rockafellar
author: Jie Sun
published in: Mathematical Programming. Series A. Series B
publication date: 2019-04-24T00:00:00Z
full work available at URL: http://hdl.handle.net/20.500.11937/68777
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 49J20
Mathematics Subject Classification ID: 47H05
zbMATH DE Number: 7047598
zbMATH Keywords: progressive hedging algorithm
zbMATH Keywords: stochastic variational inequality problems
zbMATH Keywords: stochastic complementarity problems
zbMATH Keywords: stochastic programming problems
zbMATH Keywords: maximal monotone mappings
zbMATH Keywords: proximal point algorithm
zbMATH Keywords: problem decomposition
MaRDI profile type: Publication
OpenAlex ID: W2793390883
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DOI: 10.1007/S10107-018-1251-Y
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description: scientific article; zbMATH DE number 7047598