A method with convergence rates for optimization problems with variational inequality constraints
From MaRDI portal
bilevel optimizationcomplexity analysisefficiency of Nash equilibriafirst-order methodsiterative regularizationrandomized block-coordinatevariational inequalities
Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15) Large-scale problems in mathematical programming (90C06) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Noncooperative games (91A10)
Recommendations
- A numerical approach to optimization problems with variational inequality constraints
- Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
- Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Averaged Subgradient Methods for Constrained Convex Optimization and Nash Equilibria Computation
Cites work
- A Complementarity Framework for Forward Contracting Under Uncertainty
- A course in game theory.
- A first order method for finding minimal norm-like solutions of convex optimization problems
- A first order method for solving convex bilevel optimization problems
- Accelerated schemes for a class of variational inequalities
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- Algorithmic Game Theory
- Distributed computation of equilibria in monotone Nash games via iterative regularization techniques
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Equilibrium Points of Bimatrix Games
- Extensions of Korpelevich's extragradient method for the variational inequality problem in Euclidean space
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- scientific article; zbMATH DE number 4015993 (Why is no real title available?)
- scientific article; zbMATH DE number 3534286 (Why is no real title available?)
- scientific article; zbMATH DE number 5176444 (Why is no real title available?)
- scientific article; zbMATH DE number 2202840 (Why is no real title available?)
- scientific article; zbMATH DE number 3065148 (Why is no real title available?)
- Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
- Incremental constraint projection methods for variational inequalities
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Iterative regularization via dual diagonal descent
- Korpelevich's method for variational inequality problems in Banach spaces
- Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints
- Nonlinear programming
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
- On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
- On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Random algorithms for convex minimization problems
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- Robust MIMO Cognitive Radio Via Game Theory
- Selfish Routing in Capacitated Networks
- Solving variational inequalities with stochastic mirror-prox algorithm
- Stackelberg Scheduling Strategies
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic block mirror descent methods for nonsmooth and stochastic optimization
- Stochastic dual coordinate ascent methods for regularized loss minimization
- The Approximation of Fixed Points of a Continuous Mapping
- The Price of Stability for Network Design with Fair Cost Allocation
- The subgradient extragradient method for solving variational inequalities in Hilbert space
- Variational Analysis
- Viscosity approximation methods for nonexpansive mappings
- Weak Sharp Solutions of Variational Inequalities
Cited in
(15)- 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
- 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
- Stochastic approximation for estimating the price of stability in stochastic Nash games
- A projection-free method for solving convex bilevel optimization problems
- A distributed Tikhonov-regularization algorithm for optimal Nash equilibrium computation in aggregative games
- Addressing hierarchical jointly convex generalized Nash equilibrium problems with nonsmooth payoffs
- Improved guarantees for optimal Nash equilibrium seeking and bilevel variational inequalities
- On the convergence of proximal gradient methods for convex simple bilevel optimization
- On the convergence rates of iterative regularization algorithms for composite bilevel optimization
- Dynamic fista for convex composite bilevel optimization
This page was built for publication: A method with convergence rates for optimization problems with variational inequality constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5152476)