Algorithm for solving variational inequalities with relatively strongly monotone operators

Alexander A. Titov

Algorithm for solving variational inequalities with relatively strongly monotone operators

Optimization and Control 2021-06-09 v2

Authors: Alexander A. Titov

Abstract

Basing on some recently proposed methods for solving variational inequalities with non-smooth operators, we propose an analogue of the Mirror Prox method for the corresponding class of problems under the assumption of relative smoothness and relative strong monotonicity of the operator.

Keywords

monotone operator theory proximal optimization differential equations

Cite

@article{arxiv.2106.01442,
  title  = {Algorithm for solving variational inequalities with relatively strongly monotone operators},
  author = {Alexander A. Titov},
  journal= {arXiv preprint arXiv:2106.01442},
  year   = {2021}
}

Related papers

View all related →