Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements.
Emmanouil-Vasileios Vlatakis-GkaragkounisAngeliki GiannouYudong ChenQiaomin XiePublished in: CoRR (2023)
Keyphrases
- variational inequalities
- stochastic methods
- optimization methods
- sensitivity analysis
- variational inequality problems
- complementarity problems
- primal dual
- fixed point
- set valued
- hilbert spaces
- convex sets
- linearly constrained
- boundary conditions
- nash equilibrium
- machine learning
- dynamic programming
- np hard
- special case
- pairwise