On Stochastic Mirror-prox Algorithms for Stochastic Cartesian Variational Inequalities: Randomized Block Coordinate and Optimal Averaging Schemes

Farzad Yousefian1, Angelia Nedić2, Uday V. Shanbhag3
1School of Industrial Engineering and Management, Oklahoma State University, Stillwater, USA
2School of Electrical, Computer, and Energy Engineering, Arizona State University, Tempe, USA
3Department of Industrial and Manufacturing Engineering, Pennsylvania State University, University Park, USA

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