Variance-reduction for Variational Inequality Problems with Bregman Distance Function

التفاصيل البيبلوغرافية
العنوان: Variance-reduction for Variational Inequality Problems with Bregman Distance Function
المؤلفون: Alizadeh, Zeinab, Hamedani, Erfan Yazdandoost, Jalilzadeh, Afrooz
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: In this paper, we address variational inequalities (VI) with a finite-sum structure. We introduce a novel single-loop stochastic variance-reduced algorithm, incorporating the Bregman distance function, and establish an optimal convergence guarantee under a monotone setting. Additionally, we explore a structured class of non-monotone problems that exhibit weak Minty solutions, and analyze the complexity of our proposed method, highlighting a significant improvement over existing approaches. Numerical experiments are presented to demonstrate the performance of our algorithm compared to state-of-the-art methods
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2405.10735
رقم الأكسشن: edsarx.2405.10735
قاعدة البيانات: arXiv