An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities
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DOI: 10.1007/s10957-019-01578-9
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- Aswin Kannan & Uday V. Shanbhag, 2019. "Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants," Computational Optimization and Applications, Springer, vol. 74(3), pages 779-820, December.
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- 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.
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Keywords
Stochastic variational inequality; Infeasible projection algorithm; Stochastic approximation; Convergence rate; Oracle complexity;All these keywords.
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