On the Analysis of Variance-reduced and Randomized Projection Variants of Single Projection Schemes for Monotone Stochastic Variational Inequality Problems
Shisheng Cui, Uday V. Shanbhag
Topics & Concepts
MathematicsSubgradient methodProjection (relational algebra)Monotone polygonVariational inequalityRate of convergenceSequence (biology)Intersection (aeronautics)Iterated functionConvergence (economics)Convex functionMathematical optimizationRegular polygonConvex setProximal Gradient MethodsApplied mathematicsConvex optimizationAlgorithmComputer scienceMathematical analysisEconomic growthEngineeringGeneticsAerospace engineeringComputer networkBiologyGeometryChannel (broadcasting)EconomicsStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesOptimization and Variational Analysis