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: | Wang, Mengdi (Author), Bertsekas, Dimitri P. (Contributor) |
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Other Authors: | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor) |
Format: | Article |
Language: | English |
Published: |
Springer-Verlag,
2015-11-09T15:49:59Z.
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Subjects: | |
Online Access: | Get fulltext |
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