A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems
Long Xian-jun, Yue-Hong He
Topics & Concepts
Subgradient methodMathematicsVariational inequalityLipschitz continuityRate of convergenceProjection (relational algebra)Variance reductionApplied mathematicsConvergence (economics)Reduction (mathematics)Mathematical optimizationSublinear functionBounded functionAlgorithmMathematical analysisMonte Carlo methodComputer scienceChannel (broadcasting)Economic growthGeometryComputer networkStatisticsEconomicsStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesOptimization and Variational Analysis