Smooth monotone stochastic variational inequalities and saddle point problems: A survey Article Swipe

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Variational inequality Monotone polygon Saddle point Mathematics Applied mathematics Inequality Stochastic optimization Saddle Mathematical optimization Point (geometry) Mathematical economics Mathematical analysis Geometry

Aleksandr Beznosikov , B. T. Polyak , Eduard Gorbunov , Dmitry Kovalev , Alexander Gasnikov ·

YOU? · · 2023 · Open Access · · DOI: https://doi.org/10.4171/mag/112 · OA: W4353067197

This paper is a survey of methods for solving smooth, (strongly) monotone stochastic variational inequalities. To begin with, we present 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.