An adaptive proximal method for variational inequalities

DOI10.1134/S0965542519050075zbMath1477.47066arXiv1804.02579OpenAlexW2962865111MaRDI QIDQ2332639

Alexander A. Titov, Pavel Dvurechensky, Alexander V. Gasnikov, Fedor S. Stonyakin

Publication date: 4 November 2019

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02579

zbMATH Keywords

variational inequalityadaptive methodproximal methodinexact oracleHölder continuous field operator

Mathematics Subject Classification ID

Iterative procedures involving nonlinear operators (47J25) Numerical methods for variational inequalities and related problems (65K15)

Related Items

Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle ⋮ Numerical methods for some classes of variational inequalities with relatively strongly monotone operators ⋮ Smooth monotone stochastic variational inequalities and saddle point problems: a survey ⋮ Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness ⋮ Accelerated methods for saddle-point problem ⋮ Alternating minimization methods for strongly convex optimization ⋮ Inexact model: a framework for optimization and variational inequalities

Uses Software

• NESUN

Cites Work

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• Gradient approach of computing fixed points of equilibrium problems
• Dynamics and variational inequalities
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems

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