Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalities.
Konstantinos EmmanouilidisRené VidalNicolas LoizouPublished in: AISTATS (2024)
Keyphrases
- variational inequalities
- proximal point
- saddle point
- linear complementarity problem
- globally convergent
- sensitivity analysis
- nonlinear programming
- complementarity problems
- set valued
- variational inequality problems
- convex sets
- primal dual
- fixed point
- hilbert spaces
- linearly constrained
- boundary conditions
- nash equilibrium
- cooperative
- linear constraints
- finite number
- game theory
- markov random field