Prox-method with rate of convergence O(1/t) for variational inequalities with lipschitz continuous monotone operators and smooth convex-concave saddle point problems

SIAM Journal on Optimization

Volumn 15, Issue 1, 2005, Pages 229-251

  Nemirovski, Arkadi ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Ergodic convergence; Extragradient method; Prox method; Saddle point problem; Variational inequality

Indexed keywords

APPROXIMATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; NUMERICAL ANALYSIS; PROBLEM SOLVING; SET THEORY; VARIATIONAL TECHNIQUES; VECTORS;

ERGODIC CONVERGENCE; EXTRAGRADIENT METHODS; PROX-METHOD; SADDLE POINT PROBLEMS; VARIATIONAL INEQUALITY;

CONVERGENCE OF NUMERICAL METHODS;

EID: 14944353419     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403425629     Document Type: Article

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