ExtraSAGA: variance reduction hybrid method for variational inequalities
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Cites work
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
- A modification of the Arrow-Hurwicz method for search of saddle points
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- A Stochastic Approximation Method
- A unified analysis of variational inequality methods: variance reduction, sampling, quantization, and coordinate descent
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- Co-Coercivity and Its Role in the Convergence of Iterative Schemes for Solving Variational Inequalities
- Dual extrapolation and its applications to solving variational inequalities and related problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Forward-reflected-backward method with variance reduction
- scientific article; zbMATH DE number 3148887 (Why is no real title available?)
- scientific article; zbMATH DE number 3534286 (Why is no real title available?)
- NONEXPANSIVE NONLINEAR OPERATORS IN A BANACH SPACE
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Smooth minimization of non-smooth functions
- Smooth monotone stochastic variational inequalities and saddle point problems: a survey
- Solving variational inequalities with stochastic mirror-prox algorithm
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