Stochastic saddle-point optimization for the Wasserstein barycenter problem

DOI10.1007/s11590-021-01834-wzbMath1497.90139arXiv2006.06763OpenAlexW4210382974MaRDI QIDQ2162697

Daniil Tiapkin, Alexander V. Gasnikov, Pavel Dvurechensky

Publication date: 9 August 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.06763

zbMATH Keywords

stochastic optimizationcomputational optimal transportsaddle-point optimizationWasserstein barycenter problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle ⋮ Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm

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