A Primal-Dual Approach to Solving Variational Inequalities with General Constraints

Yang et al. (2023) recently showed how to use first-order gradient methods to solve general variational inequalities (VIs) under a limiting assumption that analytic solutions of specific subproblems are available. In this paper, we circumvent this assumption via a warm-starting technique where we so...

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Veröffentlicht in:	arXiv.org 2024-08
Hauptverfasser:	Chavdarova, Tatjana, Yang, Tong, Pagliardini, Matteo, Jordan, Michael I
Format:	Artikel
Sprache:	eng
Schlagworte:	Constraints Convergence Empirical analysis Inequalities Mathematical analysis
Online-Zugang:	Volltext
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