Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation (Q5097022)

scientific article; zbMATH DE number 7573367

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English	Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	scientific article; zbMATH DE number 7573367

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instance of

scholarly article

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title

Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation (English)

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SIAM Journal on Optimization

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publication date

19 August 2022

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full work available at URL

https://arxiv.org/abs/2011.02987

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zbMATH Keywords

variational inequality

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operator extrapolation

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acceleration

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stochastic policy evaluation

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MaRDI profile type

MaRDI publication profile

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cites work

On the Convergence of Stochastic Primal-Dual Hybrid Gradient

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Interior projection-like methods for monotone variational inequalities

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Non-Euclidean restricted memory level method for large-scale convex optimization

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Q3151174

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Approximate policy iteration: a survey and some new methods

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Accelerated schemes for a class of variational inequalities

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On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems

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On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Extragradient Method with Variance Reduction for Stochastic Variational Inequalities

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Statistical Inference via Convex Optimization

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Solving variational inequalities with Stochastic Mirror-Prox algorithm

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Q4110807

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Q3330981

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First-order and stochastic optimization methods for machine learning

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Random Gradient Extrapolation for Distributed and Stochastic Optimization

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Projected Reflected Gradient Methods for Monotone Variational Inequalities

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On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean

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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

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Robust Stochastic Approximation Approach to Stochastic Programming

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Dual extrapolation and its applications to solving variational inequalities and related problems

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Solving strongly monotone variational and quasi-variational inequalities

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Monotone Operators and the Proximal Point Algorithm

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Methodes itératives pour les équations et inéquations aux dérivées partielles non linéaires de type monotone. (Iteration methods for nonlinear equations and inequations with partial derivatives of monotone type)

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On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

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Identifiers

zbMATH Open document ID

1497.90204

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DOI

10.1137/20M1381678

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5097022