Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities.
Zhen-Ping YangYong ZhaoGui-Hua LinPublished in: J. Glob. Optim. (2024)
Keyphrases
- sample size
- worst case
- learning algorithm
- computational complexity
- dynamic programming
- expectation maximization
- monte carlo
- statistical hypothesis testing
- primal dual
- np hard
- linear programming
- graphical models
- uniform sampling
- sensitivity analysis
- convex hull
- support vector machine
- special case
- multi agent
- objective function
- training data