Accelerated Algorithms for Smooth Convex-Concave Minimax Problems with O (1/k^ 2) Rate on Squared Gradient Norm

TH Yoon, EK Ryu - International Conference on Machine …, 2021 - proceedings.mlr.press
In this work, we study the computational complexity of reducing the squared gradient
magnitude for smooth minimax optimization problems. First, we present algorithms with …

Projected reflected gradient methods for monotone variational inequalities

Y Malitsky - SIAM Journal on Optimization, 2015 - SIAM
This paper is concerned with some new projection methods for solving variational inequality
problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we …

Sublinear convergence rates of extragradient-type methods: A survey on classical and recent developments

Q Tran-Dinh - arXiv preprint arXiv:2303.17192, 2023 - arxiv.org
The extragradient (EG), introduced by GM Korpelevich in 1976, is a well-known method to
approximate solutions of saddle-point problems and their extensions such as variational …

Golden ratio algorithms for variational inequalities

Y Malitsky - Mathematical Programming, 2020 - Springer
The paper presents a fully adaptive algorithm for monotone variational inequalities. In each
iteration the method uses two previous iterates for an approximation of the local Lipschitz …

Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators

SV Denisov, VV Semenov, LM Chabak - Cybernetics and Systems …, 2015 - Springer
We propose a modified extragradient method with dynamic step size adjustment to solve
variational inequalities with monotone operators acting in a Hilbert space. In addition, we …

Strong convergence result for solving monotone variational inequalities in Hilbert space

J Yang, H Liu - Numerical Algorithms, 2019 - Springer
In this paper, we study strong convergence of the algorithm for solving classical variational
inequalities problem with Lipschitz-continuous and monotone mapping in real Hilbert space …

[HTML][HTML] Computational analysis of variational inequalities using mean extra-gradient approach

T Cai, D Yu, H Liu, F Gao - Mathematics, 2022 - mdpi.com
An improved variational inequality strategy for dealing with variational inequality in a Hilbert
space is proposed in this article as an alternative; if Hilbert space is used as the domain of …

Modified subgradient extragradient algorithms for solving monotone variational inequalities

J Yang, H Liu, Z Liu - Optimization, 2018 - Taylor & Francis
In this paper, we introduce two new algorithms for solving classical variational inequalities
problem with Lipschitz continuous and monotone mapping in real Hilbert space. We modify …

[图书][B] Uncertainty quantification in variational inequalities: theory, numerics, and applications

J Gwinner, B Jadamba, AA Khan, F Raciti - 2021 - taylorfrancis.com
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …

[图书][B] Equilibrium problems and applications

G Kassay, V Rădulescu - 2018 - books.google.com
Equilibrium Problems and Applications develops a unified variational approach to deal with
single-valued, set-valued and quasi-equilibrium problems. The authors promote original …