Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
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DOI: 10.1287/moor.2017.0922
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References listed on IDEAS
- Alan J. King & R. Tyrrell Rockafellar, 1993. "Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 148-162, February.
- J. Bello Cruz & A. Iusem, 2010. "Convergence of direct methods for paramonotone variational inequalities," Computational Optimization and Applications, Springer, vol. 46(2), pages 247-263, June.
- Bello Cruz, J.Y. & Iusem, A.N., 2015. "Full convergence of an approximate projection method for nonsmooth variational inequalities," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 114(C), pages 2-13.
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Cited by:
- Zhen-Ping Yang & Gui-Hua Lin, 2021. "Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 393-427, August.
- Annamaria Barbagallo & Serena Guarino Lo Bianco, 2023. "A random time-dependent noncooperative equilibrium problem," Computational Optimization and Applications, Springer, vol. 84(1), pages 27-52, January.
- R. Díaz Millán & O. P. Ferreira & L. F. Prudente, 2021. "Alternating conditional gradient method for convex feasibility problems," Computational Optimization and Applications, Springer, vol. 80(1), pages 245-269, September.
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Keywords
stochastic variational inequalities; projection method; stochastic approximation; incremental methods; randomized algorithms; weak sharpness; Tykhonov regularization;All these keywords.
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