9 citations · 31 across the 31 of their papers we have counts for
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math.OC2014★ 2 cited
On Smoothing, Regularization and Averaging in Stochastic Approximation Methods for Stochastic Variational Inequalities
Farzad Yousefian, Angelia Nedić, Uday V. Shanbhag
Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone sto…
math.OC2014★ 3 cited
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithm…