Single-call stochastic extra-gradient methods achieve O(1/t) ergodic convergence in deterministic monotone variational inequalities and O(1/t) last-iterate local convergence around regular solutions in stochastic non-monotone variational inequalities.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2019 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
On the convergence of single-call stochastic extra-gradient methods
Single-call stochastic extra-gradient methods achieve O(1/t) ergodic convergence in deterministic monotone variational inequalities and O(1/t) last-iterate local convergence around regular solutions in stochastic non-monotone variational inequalities.