Decentralized Local Stochastic Extra-Gradient for Variational Inequalities.
Aleksandr BeznosikovPavel E. DvurechenskyAnastasia KoloskovaValentin SamokhinSebastian U. StichAlexander V. GasnikovPublished in: NeurIPS (2022)
Keyphrases
- variational inequalities
- sensitivity analysis
- complementarity problems
- variational inequality problems
- nonlinear programming
- hilbert spaces
- set valued
- primal dual
- convex sets
- linearly constrained
- linear complementarity problem
- nash equilibrium
- cooperative
- fixed point
- multi agent
- boundary conditions
- high dimensional
- principal component analysis
- probabilistic model
- computational complexity
- multiscale