Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems
Zhen-Ping Yang, Jin Zhang, Yuliang Wang, Gui-Hua Lin
Topics & Concepts
Subgradient methodVariational inequalityMathematicsLipschitz continuityRate of convergenceMathematical optimizationProjection (relational algebra)Applied mathematicsConvergence (economics)AlgorithmComputer scienceMathematical analysisEconomicsComputer networkChannel (broadcasting)Economic growthOptimization and Variational AnalysisRisk and Portfolio OptimizationStochastic Gradient Optimization Techniques