2 papers
math.OC2017
Incremental constraint projection methods for monotone stochastic variational inequalities
Alfredo Iusem, Alejandro Jofré, Philip Thompson
We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a larg…
math.OC2017
Extragradient method with variance reduction for stochastic variational inequalities
Alfredo Iusem, Alejandro Jofré, Roberto I. Oliveira +1
We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and comp…