A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints
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Publication:5152476
DOI10.1137/20M1357378OpenAlexW3198165553MaRDI QIDQ5152476
Farzad Yousefian, Harshal D. Kaushik
Publication date: 24 September 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.15845
variational inequalitiesiterative regularizationcomplexity analysisbilevel optimizationfirst-order methodsefficiency of Nash equilibriarandomized block-coordinate
Large-scale problems in mathematical programming (90C06) Noncooperative games (91A10) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Related Items (7)
Approximate variational inequalities and equilibria ⋮ Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function ⋮ A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities ⋮ Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games ⋮ Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs ⋮ An online convex optimization-based framework for convex bilevel optimization ⋮ Strong convergence of Bregman projection method for solving variational inequality problems in reflexive Banach spaces
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