The Last-Iterate Convergence Rate of Optimistic Mirror Descent in Stochastic Variational Inequalities.
Waïss AzizianFranck IutzelerJérôme MalickPanayotis MertikopoulosPublished in: COLT (2021)
Keyphrases
- convergence rate
- variational inequalities
- primal dual
- step size
- learning rate
- sensitivity analysis
- convergence speed
- complementarity problems
- interior point methods
- variational inequality problems
- convex sets
- set valued
- global convergence
- semidefinite programming
- hilbert spaces
- fixed point
- nash equilibrium
- gradient method
- numerical stability
- denoising
- faster convergence rate
- image restoration
- image processing
- boundary conditions
- genetic algorithm
- convergence analysis
- linear programming
- linearly constrained