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arXiv · 2208.13592

Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey

Aleksandr Beznosikov·Boris Polyak·Eduard Gorbunov·Dmitry Kovalev·Alexander Gasnikov
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Abstract

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods for the general stochastic formulation, and look at the finite sum setup. The last parts of the paper are devoted to various recent (not necessarily stochastic) advances in algorithms for variational inequalities.

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Aleksandr Beznosikov, Boris Polyak, Eduard Gorbunov, Dmitry Kovalev, Alexander Gasnikov. 2022-08-29. Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey. https://doi.org/10.4171/mag/112

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