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

DOI10.1134/S1064562423701582MaRDI QIDQ6124397zbMATH OpenOpenAlexFDO

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)

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Cites work

• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
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• Dual extrapolation and its applications to solving variational inequalities and related problems
• Fast projection onto the simplex and the l₁ ball
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
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• 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

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