TY - JOUR
T1 - Smooth monotone stochastic variational inequalities and saddle point problems: A survey
AU - Beznosikov, Aleksandr
AU - Polyak, Boris
AU - Gorbunov, Eduard
AU - Kovalev, Dmitry
AU - Gasnikov, Alexander
N1 - KAUST Repository Item: Exported on 2023-03-28
Acknowledgements: The work was supported by Russian Science Foundation (project No. 21-71-30005).
PY - 2023/3/22
Y1 - 2023/3/22
N2 - 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.
AB - 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.
UR - http://hdl.handle.net/10754/680934
UR - https://euromathsoc.org/magazine/articles/112
U2 - 10.4171/mag/112
DO - 10.4171/mag/112
M3 - Article
SN - 2747-7894
SP - 15
EP - 28
JO - European Mathematical Society Magazine
JF - European Mathematical Society Magazine
IS - 127
ER -