The Last-Iterate Convergence Rate of Optimistic Mirror Descent in Stochastic Variational Inequalities.
Waïss AzizianFranck IutzelerJérôme MalickPanayotis MertikopoulosPublished in: CoRR (2021)
Keyphrases
- convergence rate
- variational inequalities
- primal dual
- convergence speed
- learning rate
- step size
- complementarity problems
- sensitivity analysis
- variational inequality problems
- interior point methods
- set valued
- hilbert spaces
- convex sets
- gradient method
- fixed point
- semidefinite programming
- global convergence
- linearly constrained
- convergence analysis
- linear programming
- faster convergence rate
- boundary conditions
- computational complexity
- objective function
- cooperative
- numerical stability
- dynamic programming
- simulated annealing
- particle swarm optimization