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A Unified Analysis of Variational Inequality Methods:Variance Reduction, Sampling, Quantization andCoordinate Descent
[article]
2022
In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient method (the classic algorithm for variational inequalities) and consider the strongly monotone and monotone cases, which corresponds to strongly-convex-strongly-concave and convex-concave saddle point problems. The theoretical analysis is based on parametric
doi:10.48550/arxiv.2201.12206
fatcat:wlqh2oljmnegvkq3ffzhmr6jwu