Two fast variance-reduced proximal gradient algorithms for SMVIPs-Stochastic Mixed Variational Inequality Problems with suitable applications to stochastic network games and traffic assignment problems

In this paper, we propose two proximal gradient algorithms with variance reduction for stochastic mixed variational inequality problems. One is a proximal extragradient algorithm and another is a proximal forward–backward–forward algorithm. Under the monotonicity assumption on the mapping F and othe...

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Bibliographic Details

Published in:	Journal of computational and applied mathematics Vol. 408; p. 114132
Main Authors:	Yang, Zhen-Ping, Lin, Gui-Hua
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.07.2022
Subjects:	Complexity Nonlinear programming Proximal algorithm Stochastic approximation Stochastic mixed variational inequality Variance reduction Stochastic mixed variational inequality 90C33 Proximal algorithm Variance reduction Stochastic approximation 90C15 Nonlinear programming Complexity
ISSN:	0377-0427, 1879-1778
Online Access:	Get full text
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