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Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems - MaRDI portal

Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems (Q4652003)

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scientific article; zbMATH DE number 2138052
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English
Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
scientific article; zbMATH DE number 2138052

    Statements

    Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems (English)
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    23 February 2005
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    saddle point problem
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    variational inequality
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    extragradient method
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    prox-method
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    ergodic convergence
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    Identifiers