Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications

Keyphrases

• Line Search 100%
• Variance-based 100%
• Forward-backward Algorithm 100%
• Stochastic Variational Inequality Problem 100%
• Numerical Experiments 50%
• Existing Algorithms 50%
• Stochastic Approximation 50%
• Equilibrium Problem 50%
• Sublinear Convergence Rate 50%
• Linear Convergence 50%
• Stochastic Oracles 50%
• Computational Budget 50%
• Natural Gas Trading 50%
• Natural Residual Function 50%
• Strong Monotonicity 50%
• Unknown Lipschitz Constant 50%
• Asymptotic Convergence 50%
• Moderate Conditions 50%
• Armijo Line Search 50%
• Oracle Complexity 50%
• Trading Market 50%

Mathematics

• Stochastics 100%
• Variance 100%
• Variational Inequality Problem 100%
• Forward Algorithm 100%
• Convergence Rate 40%
• Numerical Experiment 20%
• Asymptotics 20%
• Equilibrium Problem 20%
• Lipschitz Constant 20%
• Linear Convergence 20%
• Residual Function 20%