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随机变分不等式的反射梯度方法及分裂方法分析

  • Speaker: 张河旗（南方科技大学）

  • Time: Mar 19, 2021, 14:00-15:00

  • Location: 腾讯会议 ID 936861721

Abstract: Stochastic generalizations of the extragradient method are complicated in case of two projections and two evaluations in each iteration. To improve it, we consider stochastic projected reflected gradient method. And then we prove a.s. convergence for SPRG scheme.

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