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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Vydané v:	Journal of optimization theory and applications Ročník 205; číslo 3; s. 54
Hlavní autori:	Li, Jun-zuo, Xiao, Yi-bin
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.06.2025 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
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