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

DOI10.1134/S1064562423701582arXiv2401.07858OpenAlexW4393142116MaRDI QIDQ6124397FDOQ6124397

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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

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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)

Cites Work

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• A modification of the Arrow-Hurwicz method for search of saddle points
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• Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems
• Forward-reflected-backward method with variance reduction

Cited In (1)

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

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