Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
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Publication:4652003
DOI10.1137/S1052623403425629zbMATH Open1106.90059DBLPjournals/siamjo/Nemirovski04WikidataQ57392926 ScholiaQ57392926MaRDI QIDQ4652003FDOQ4652003
Authors: Arkadi Nemirovski 
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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- Image restoration based on the minimized surface regularization
- Second-order stochastic optimization for machine learning in linear time
- A level-set method for convex optimization with a feasible solution path
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- Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
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- Customized alternating direction methods of multipliers for generalized multi-facility Weber problem
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
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- Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints
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- An inverse-adjusted best response algorithm for Nash equilibria
- Primal-dual first-order methods for a class of cone programming
- Accelerated schemes for a class of variational inequalities
- Solving large-scale optimization problems with a convergence rate independent of grid size
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators
- Iteration complexity of generalized complementarity problems
- Weak and strong convergence Bregman extragradient schemes for solving pseudo-monotone and non-Lipschitz variational inequalities
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- Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
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- Inexact alternating-direction-based contraction methods for separable linearly constrained convex optimization
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- Solving variational inequalities with stochastic mirror-prox algorithm
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- On the linear convergence of the general first order primal-dual algorithm
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- Iteration-complexity of first-order augmented Lagrangian methods for convex programming
- On the \(O(1/t)\) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators
- Iteration-complexity of first-order penalty methods for convex programming
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