Pages that link to "Item:Q5168840"

The following pages link to Solving variational inequalities with Stochastic Mirror-Prox algorithm (Q5168840):

Displaying 24 items.

• Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time (Q5119845) (← links)
• A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints (Q5152476) (← links)
• Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities (Q5219716) (← links)
• A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization (Q5220424) (← links)
• On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms (Q5252231) (← links)
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities (Q5737725) (← links)
• On the Convergence of Mirror Descent beyond Stochastic Convex Programming (Q5853716) (← links)
• Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control'' (Q5966128) (← links)
• A unified analysis of variational inequality methods: variance reduction, sampling, quantization, and coordinate descent (Q6039155) (← links)
• Gradient-free federated learning methods with \(l_1\) and \(l_2\)-randomization for non-smooth convex stochastic optimization problems (Q6053598) (← links)
• Improved variance reduction extragradient method with line search for stochastic variational inequalities (Q6064028) (← links)
• Evolution of Mixed Strategies in Monotone Games (Q6076868) (← links)
• A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems (Q6097769) (← links)
• Optimal algorithms for differentially private stochastic monotone variational inequalities and saddle-point problems (Q6120842) (← links)
• A unified stochastic approximation framework for learning in games (Q6120942) (← links)
• Optimal analysis of method with batching for monotone stochastic finite-sum variational inequalities (Q6124397) (← links)
• No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization (Q6126650) (← links)
• Robust Accelerated Primal-Dual Methods for Computing Saddle Points (Q6130545) (← links)
• Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities (Q6131490) (← links)
• Smooth monotone stochastic variational inequalities and saddle point problems: a survey (Q6160072) (← links)
• Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems (Q6161309) (← links)
• An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems (Q6182323) (← links)
• Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games (Q6191973) (← links)
• Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities (Q6497046) (← links)