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…