论文标题

光滑的单调随机变化不平等和马鞍点问题:调查

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

论文作者

Beznosikov, Aleksandr, Polyak, Boris, Gorbunov, Eduard, Kovalev, Dmitry, Gasnikov, Alexander

论文摘要

本文是对解决平滑(强)单调随机变异不平等的方法的调查。首先,我们给出了随机方法最终发展的确定性基础。然后,我们回顾了通用随机配方的方法,并查看有限的总和设置。本文的最后一部分致力于各种算法的各种(不一定是随机)的变化不等式的进步。

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.

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