An Incremental Gradient Method for Optimization Problems with Variational Inequality Constraints

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinea...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 68; no. 12; pp. 1 - 8
Main Authors:	Kaushik, Harshal D., Samadi, Sepideh, Yousefian, Farzad
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.12.2023 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Complexity theory Computation Computational complexity Computational modeling Convergence Distributed algorithms Gradient methods Iterative methods Linear programming Mapping Mathematical programming Optimization Optimization methods Stochastic processes Transportation networks
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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