Accelerated schemes for a class of variational inequalities
From MaRDI portal
Publication:1680963
DOI10.1007/s10107-017-1161-4zbMath1386.90102arXiv1403.4164OpenAlexW2962823973WikidataQ105583477 ScholiaQ105583477MaRDI QIDQ1680963
Yunmei Chen, Guanghui Lan, Yuyuan Ouyang
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.4164
Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20)
Related Items
Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method ⋮ New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems ⋮ New First-Order Algorithms for Stochastic Variational Inequalities ⋮ Accelerated gradient sliding for structured convex optimization ⋮ Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems ⋮ A multi-step doubly stabilized bundle method for nonsmooth convex optimization ⋮ Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities ⋮ First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems ⋮ Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation ⋮ Distributionally robust stochastic variational inequalities ⋮ Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models ⋮ Improved variance reduction extragradient method with line search for stochastic variational inequalities ⋮ A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems ⋮ A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems ⋮ Accelerated variance-reduced methods for saddle-point problems ⋮ No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization ⋮ Robust Accelerated Primal-Dual Methods for Computing Saddle Points ⋮ Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities ⋮ An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems ⋮ On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes ⋮ Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities ⋮ Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems ⋮ Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications ⋮ A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints ⋮ Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) ⋮ Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants ⋮ Preface ⋮ Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning ⋮ On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems ⋮ Variance-based subgradient extragradient method for stochastic variational inequality problems ⋮ Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities ⋮ On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes ⋮ Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces ⋮ Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- Ipopt
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Sample average approximation method for a class of stochastic variational inequality problems
- An optimal method for stochastic composite optimization
- Universal gradient methods for convex optimization problems
- Validation analysis of mirror descent stochastic approximation method
- Dual extrapolation and its applications to solving variational inequalities and related problems
- On the solution existence of pseudomonotone variational inequalities
- Monotone (nonlinear) operators in Hilbert space
- Generalized variational inequalities
- Information-based complexity of linear operator equations
- Enlargement of monotone operators with applications to variational inequalities
- Non-Euclidean restricted memory level method for large-scale convex optimization
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators
- Stochastic Nash equilibrium problems: sample average approximation and applications
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On some non-linear elliptic differential functional equations
- Interior projection-like methods for monotone variational inequalities
- An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions
- Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Robust Stochastic Approximation Approach to Stochastic Programming
- Monotone Operators and the Proximal Point Algorithm
- On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Solving variational inequalities with Stochastic Mirror-Prox algorithm
- Optimal Primal-Dual Methods for a Class of Saddle Point Problems
- Regularization and Variable Selection Via the Elastic Net
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
