Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
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Publication:2159456
DOI10.1007/S10957-022-02062-7zbMATH Open1492.65181OpenAlexW4284679551MaRDI QIDQ2159456FDOQ2159456
Authors: F. S. Stonyakin, Alexander V. Gasnikov, Pavel Dvurechensky, Alexander A. Titov, Mohammad S. Alkousa 
Publication date: 1 August 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-022-02062-7
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Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06) Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15) Variational inequalities (global problems) in infinite-dimensional spaces (58E35)
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Cited In (12)
- New version of mirror prox for variational inequalities with adaptation to inexactness
- A novel algorithm with self-adaptive technique for solving variational inequalities in Banach spaces
- Solving variational inequalities with monotone operators on domains given by linear minimization oracles
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- Inexact model: a framework for optimization and variational inequalities
- Smooth monotone stochastic variational inequalities and saddle point problems: a survey
- Solving a class of variational inequalities with inexact oracle operators
- Accelerated variance-reduced methods for saddle-point problems
- Stochastic saddle-point optimization for the Wasserstein barycenter problem
- An adaptive proximal method for variational inequalities
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness
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