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arXiv · 1804.02579

Adaptive Proximal Method for Variational Inequalities

Fedor Stonyakin·Alexander Gasnikov·Pavel Dvurechensky·Alexander Titov
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Abstract

A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A generalization of the method under consideration to the case of a Holder-continuous field is considered.

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Fedor Stonyakin, Alexander Gasnikov, Pavel Dvurechensky, Alexander Titov. 2018-04-07. Adaptive Proximal Method for Variational Inequalities. https://arxiv.org/abs/1804.02579

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