collaborators

1 paper

math.OC2024

Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems

Jiaxin Chen, Zunjie Huang, Haisen Zhang

A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. T…