A note on progressive hedging algorithm for multistage stochastic variational inequalities.

Xihong Yan Chuanlong Wang Junfeng Yang

Published in: Appl. Math. Lett. (2024)

Keyphrases

learning algorithm
computational complexity
objective function
optimal solution
cost function
convergence rate
variational inequalities
primal dual
simulated annealing
linear programming
linear program
belief propagation
sensitivity analysis
network flow
cutting plane