Solving variational inequalities with Stochastic Mirror-Prox algorithm
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Publication:5168840
DOI10.1214/10-SSY011zbMath1291.49006arXiv0809.0815OpenAlexW2964121860MaRDI QIDQ5168840
Arkadi Nemirovski, Claire Tauvel, Anatoli B. Juditsky
Publication date: 21 July 2014
Full work available at URL: https://arxiv.org/abs/0809.0815
variational inequalities with monotone operatorslarge scale stochastic approximationreduced complexity algorithms for convex optimizationstochastic convex-concave saddle-point problem
Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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