A Modified Popov Algorithm for Non-Monotone and Non-Lipschitzian Stochastic Variational Inequalities

In this paper, we propose a modified Popov algorithm with variable sample-size for solving non-monotone and non-Lipschitzian stochastic variational inequality problems. It is inspired by an improved Popov algorithm for solving deterministic variational inequality problems, proposed by Malitsky and S...

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Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 205; no. 3; p. 54
Main Authors:	Li, Jun-zuo, Xiao, Yi-bin
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.06.2025 Springer Nature B.V
Subjects:	Algorithms Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Constraints Convergence Engineering Half spaces Inequalities Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Theory of Computation Stochastic variational inequality 65K15 90C33 Stochastic approximation Modified Popov method Variable sample-size 62L20
ISSN:	0022-3239, 1573-2878
Online Access:	Get full text
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