Now showing items 1-1 of 1

    • Extragradient method with variance reduction for stochastic variational inequalities 

      Iusem, A. N.; Jofré Cáceres, René; Oliveira, R. I.; Thompson, P. (SIAM Publications, 2017)
      We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudomonotonicity. We provide convergence and complexity analysis, allowing for an unbounded ...