145. Recent advances in first-order methods for weak Minty variational inequalities
Invited abstract in session FC-2: Algorithms for Variational inequalities and equilibria, stream Advances in first-order optimization.
Friday, 11:25 - 12:40Room: M:O
Authors (first author is the speaker)
| 1. | Thomas Pethick
|
| EPFL | |
| 2. | Ioannis Mavrothalassitis
|
| EPFL | |
| 3. | Volkan Cevher
|
| School of Engineering, EPFL |
Abstract
First-order methods have classically been developed under the de facto assumption of monotonicity. However, recently there has been a surge of interest in developing methods for nonmonotone problems for which convergence guarantees of classical methods no longer hold. One such nonmonotone structure, which remains amenable to analysis, is the weak Minty variational inequality (MVI). The allowed degree of nonmonotonicity in the weak MVI has been pushed in recent years through a series of works. In this talk we will discuss the underlying mechanism behind these advances and provide a unifying framework for several existing methods.
Keywords
- Complementarity and variational problems
Status: accepted
Back to the list of papers