Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey

Understand

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities.

• To begin with, we give 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.