Optimal analysis of method with batching for monotone stochastic finite-sum variational inequalities

DOI10.1134/S1064562423701582OpenAlexMaRDI QIDQ6124397FDO

Authors

Publication date 27 March 2024

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2401.07858

zbMATH Keywords

stochastic optimizationvariational inequalitiesbatchingfinite-sum problems

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Existence theories in calculus of variations and optimal control (49Jxx)

Recommendations

• Smooth monotone stochastic variational inequalities and saddle point problems: a survey
• Minibatch forward-backward-forward methods for solving stochastic variational inequalities
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
• New first-order algorithms for stochastic variational inequalities
• Solving variational inequalities with stochastic mirror-prox algorithm

Cites work

• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
• A Stochastic Approximation Method
• A first-order primal-dual algorithm for convex problems with applications to imaging
• A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
• A modification of the Arrow-Hurwicz method for search of saddle points
• Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems
• Dual extrapolation and its applications to solving variational inequalities and related problems
• Fast projection onto the simplex and the \(l_1\) ball
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Forward-reflected-backward method with variance reduction
• Katyusha: the first direct acceleration of stochastic gradient methods
• Optimization with sparsity-inducing penalties
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Robust Stochastic Approximation Approach to Stochastic Programming
• Robust optimization
• Solving variational inequalities with stochastic mirror-prox algorithm

Cited in

(1)

• A unified analysis of variational inequality methods: variance reduction, sampling, quantization, and coordinate descent

This page was built for publication: Optimal analysis of method with batching for monotone stochastic finite-sum variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6124397)