Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging.
Tianlong NanYuan GaoChristian KroerPublished in: CoRR (2023)
Keyphrases
- error bounds
- variational inequalities
- saddle point
- sensitivity analysis
- complementarity problems
- theoretical analysis
- nonlinear programming
- primal dual
- hilbert spaces
- worst case
- variational inequality problems
- convex sets
- fixed point
- linearly constrained
- nash equilibrium
- set valued
- approximation algorithms
- linear complementarity problem
- boundary conditions
- game theory
- dynamic programming
- training set