Stochastic Mirror Descent Dynamics and Their Convergence in Monotone Variational Inequalities.
Panayotis MertikopoulosMathias StaudiglPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- variational inequalities
- proximal point
- linear complementarity problem
- globally convergent
- sensitivity analysis
- newton method
- superlinear convergence
- nonlinear complementarity problem
- nonlinear programming
- complementarity problems
- primal dual
- variational inequality problems
- set valued
- hilbert spaces
- fixed point
- convex sets
- convergence rate
- quasi newton
- dynamical systems
- linearly constrained
- saddle point
- nash equilibrium
- boundary conditions
- upper bound
- game theory
- convergence analysis
- cooperative
- lipschitz continuity
- pairwise
- reinforcement learning
- image processing