JournalsmagNo. 127pp. 15–28

Smooth monotone stochastic variational inequalities and saddle point problems: A survey

  • Aleksandr Beznosikov

    Moscow Institute of Physics and Technology, Russia

  • Boris Polyak

    Moscow University of Physics and Engineering, Russia

  • Eduard Gorbunov

    Moscow Institute of Physics and Technology, Russia

  • Dmitry Kovalev

    King Abdullah University of Science and Technology, Thuwal, Saudi Arabia

  • Alexander Gasnikov

    Moscow Institute of Physics and Technology, Russia
Smooth monotone stochastic variational inequalities and saddle point problems: A survey cover
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Abstract

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.

Cite this article

Aleksandr Beznosikov, Boris Polyak, Eduard Gorbunov, Dmitry Kovalev, Alexander Gasnikov, Smooth monotone stochastic variational inequalities and saddle point problems: A survey. Eur. Math. Soc. Mag. 127 (2023), pp. 15–28

DOI 10.4171/MAG/112