Improved variance reduction extragradient method with line search for stochastic variational inequalities
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DOI: 10.1007/s10898-022-01135-1
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- B. S. He & L. Z. Liao, 2002. "Improvements of Some Projection Methods for Monotone Nonlinear Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 112(1), pages 111-128, January.
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- Xingju Cai & Guoyong Gu & Bingsheng He, 2014. "On the O(1/t) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators," Computational Optimization and Applications, Springer, vol. 57(2), pages 339-363, March.
- Xingju Cai & Deren Han & Lingling Xu, 2013. "An improved first-order primal-dual algorithm with a new correction step," Journal of Global Optimization, Springer, vol. 57(4), pages 1419-1428, December.
- Huifu Xu, 2010. "Sample Average Approximation Methods For A Class Of Stochastic Variational Inequality Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 103-119.
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- Jun-zuo Li & Yi-bin Xiao, 2025. "A Modified Popov Algorithm for Non-Monotone and Non-Lipschitzian Stochastic Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 205(3), pages 1-26, June.
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Keywords
Stochastic variational inequality; Extragradient method; Variance reduction; Line search; Martingale difference;All these keywords.
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