A search-free O(1/k^{3/2}) homotopy inexact proximal-Newton extragradient algorithm for monotone variational inequalities

MaRDI QIDQ6512418arXivFDO

Authors Maicon Marques Alves, João M. Pereira, B. F. Svaiter

Has companion code repository https://github.com/joaompereira/hipnex

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Analysis of algorithms and problem complexity (68Q25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Newton-type methods (49M15)

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