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
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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- Convergence of the operator extrapolation method for variational inequalities in Banach spaces
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
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- Iteration-complexity of first-order penalty methods for convex programming
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