VARIANCE-BASED EXTRAGRADIENT METHODS WITH LINE SEARCH FOR STOCHASTIC VARIATIONAL INEQUALITIES
Keywords: line search, variance reduction, stochastic approximation, stochastic variational inequalities, extragradient method, dynamic sampling, empirical process theory
Más información
| Título según WOS: | VARIANCE-BASED EXTRAGRADIENT METHODS WITH LINE SEARCH FOR STOCHASTIC VARIATIONAL INEQUALITIES |
| Título según SCOPUS: | Variance-based extragradient methods with line search for stochastic variational inequalities |
| Título de la Revista: | SIAM JOURNAL ON OPTIMIZATION |
| Volumen: | 29 |
| Número: | 1 |
| Editorial: | SIAM PUBLICATIONS |
| Fecha de publicación: | 2019 |
| Página de inicio: | 175 |
| Página final: | 206 |
| Idioma: | English |
| DOI: |
10.1137/17M1144799 |
| Notas: | ISI, SCOPUS |