Adaptive Proximal Method for Variational Inequalities
Optimization and Control
2018-12-27 v3
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.
Cite
@article{arxiv.1804.02579,
title = {Adaptive Proximal Method for Variational Inequalities},
author = {Fedor Stonyakin and Alexander Gasnikov and Pavel Dvurechensky and Alexander Titov},
journal= {arXiv preprint arXiv:1804.02579},
year = {2018}
}
Comments
Submitted to Computational Mathematics and Mathematical Physics 11.12.2017; 9 pages; in Russian