Solving Lagrangian variational inequalities with applications to stochastic programming

R. Tyrrell Rockafellar, Jie Sun 0001. Solving Lagrangian variational inequalities with applications to stochastic programming. Math. Program., 181(2):435-451, 2020. [doi]

Authors

R. Tyrrell Rockafellar

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Jie Sun 0001

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