Incremental constraint projection methods for variational inequalities
We consider the solution of strongly monotone variational inequalities of the form \(F(x^*)'(x-x^*)\ge 0\), for all \(x\in X\). We focus on special structures that lend themselves to sampling, such as when \(X\) is the intersection of a large number of sets, and/or \(F\) is an expected value or...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Springer-Verlag,
2015-11-09T15:49:59Z.
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| Subjects: | |
| Online Access: | Get fulltext |