Last-Iterate Convergence of Optimistic Gradient Method for Monotone Variational Inequalities.
Eduard GorbunovAdrien TaylorGauthier GidelPublished in: NeurIPS (2022)
Keyphrases
- gradient method
- variational inequalities
- convergence rate
- primal dual
- linear complementarity problem
- convergence speed
- step size
- nonlinear complementarity problem
- complementarity problems
- sensitivity analysis
- convex sets
- log likelihood function
- newton method
- superlinear convergence
- fixed point
- upper bound
- optimization methods
- negative matrix factorization
- boundary conditions
- image restoration
- sufficient conditions
- nash equilibrium
- expectation maximization
- worst case