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

DOI10.1137/20M1381678zbMath1497.90204arXiv2011.02987WikidataQ114074130 ScholiaQ114074130MaRDI QIDQ5097022

Guanghui Lan, Georgios Kotsalis, Tianjiao Li

Publication date: 19 August 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.02987

zbMATH Keywords

variational inequalityaccelerationoperator extrapolationstochastic policy evaluation

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic approximation (62L20)

Related Items (6)

New First-Order Algorithms for Stochastic Variational Inequalities ⋮ Cyclic Coordinate Dual Averaging with Extrapolation ⋮ Accelerated gradient methods with absolute and relative noise in the gradient ⋮ Robust Accelerated Primal-Dual Methods for Computing Saddle Points ⋮ Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities ⋮ Smooth monotone stochastic variational inequalities and saddle point problems: a survey

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