The Elicited Progressive Decoupling Algorithm: A Note on the Rate of Convergence and a Preliminary Numerical Experiment on the Choice of Parameters

The Elicited Progressive Decoupling Algorithm: A Note on the Rate of Convergence and a Preliminary Numerical Experiment on the Choice of Parameters

The paper studies the progressive decoupling algorithm (PDA) of Rockafellar and focuses on the elicited version of the algorithm. Based on a generalized Yosida-regularization of Spingarn’s partial inverse of an elicitable operator, it is shown that the elicited progressive decoupling algorithm (EPDA...

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Bibliographic Details
Main Authors: Sun, Jie, Zhang, M.
Format: Journal Article
Language:English
Published: SPRINGER 2021
Subjects:
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
Proximal point algorithm
Progressive decoupling algorithm
Stochastic variational inequality
PROXIMAL POINT ALGORITHM
MONOTONE
OPERATORS
Online Access:http://hdl.handle.net/20.500.11937/91426

Internet

http://hdl.handle.net/20.500.11937/91426

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