Department of Electrical Engineering and Computer Sciences, University of California, Berkeley; DIRO, Université de Montréal and Mila; Department of Computer Science, University of California, Los Angeles; Paul G. Allen School of Computer Science and Engineering, University of Washington
Angela Yuan, Chris Junchi Li, Gauthier Gidel, Michael Jordan, Quanquan Gu, Simon Du
Stochastic variational inequalities;convex-concave separable saddle-point optimization;extragradient-based algorithm;Nesterov's acceleration;scheduled restarting;scaling reduction
Optimal Extragradient-Based Algorithms for Stochastic Variational Inequalities with Separable Structure