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We introduce an inexact oracle model for variational inequalities (VI) with monotone operator, propose a numerical method which solves such VI's and analyze its convergence rate.
F. Bach and K. Y. Levy · 1902
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(accepted), WIAS Preprint No. 2709, arXiv:2001.09013, arXiv:1902.00990
F. Stonyakin, A. Tyurin, A. Gasnikov, P. Dvurechensky, A. Agafonov, D. Dvinskikh, M. Alkousa, D. Pasechnyuk, S. Artamonov, and V. Piskunova · 1902
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F. S. Stonyakin, D. Dvinskikh, P. Dvurechensky, A. Kroshnin, O. Kuznetsova, A. Agafonov, A. Gasnikov, A. Tyurin, C. A. Uribe, D. Pasechnyuk, and S. Artamonov · 1902
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21th IFAC World Congress, arXiv:1911.08380
D. Dvinskikh, A. Ogaltsov, A. Gasnikov, P. Dvurechensky, and V. Spokoiny · 1911
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B. Polyak
1967
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First appeared in 2003 as CORE discussion paper 2003/68
Y. Nesterov · 2003
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2004
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2005
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2008
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