collaborators

1 paper

math.OC2023

An inexact algorithm for stochastic variational inequalities

Emelin L. Buscaglia, Pablo A. Lotito, Lisandro A. Parente

We present a new Progressive Hedging Algorithm to solve Stochastic Variational Inequalities in the formulation introduced by Rockafellar and Wets in 2017, allowing the generated su…