Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities

In the study of stochastic variational inequalities, the extragradient algorithms attract much attention. However, such schemes require two evaluations of the expected mapping at each iteration in general. In this paper, we present several variance-based single-call proximal extragradient algorithms...

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Veröffentlicht in:	Journal of optimization theory and applications 2021-08, Vol.190 (2), p.393-427
Hauptverfasser:	Yang, Zhen-Ping, Lin, Gui-Hua
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applications of Mathematics Calculus of Variations and Optimal Control Optimization Convergence Engineering Inequalities Iterative methods Mapping Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Polynomials Theory of Computation
Online-Zugang:	Volltext
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