SARAH-Based Variance-Reduced Algorithm for Stochastic Finite-Sum Cocoercive Variational Inequalities

Author:

Beznosikov Aleksandr,Gasnikov Alexander

Publisher

Springer Nature Switzerland

Reference40 articles.

1. Alacaoglu, A., Malitsky, Y.: Stochastic variance reduction for variational inequality methods. Preprint. arXiv:2102.08352 (2021)

2. Alacaoglu, A., Malitsky, Y., Cevher, V.: Forward-reflected-backward method with variance reduction. Comput. Optim. Appl. 80 (2021). https://doi.org/10.1007/s10589-021-00305-3

3. Allen-Zhu, Z., Yuan, Y.: Improved SVRG for non-strongly-convex or sum-of-non-convex objectives. In: International Conference on Machine Learning, pp. 1080–1089. PMLR (2016)

4. Beznosikov, A., Samokhin, V., Gasnikov, A.: Distributed saddle-point problems: lower bounds, optimal and robust algorithms. Preprint. arXiv:2010.13112 (2020)

5. Beznosikov, A., Gasnikov, A., Zainulina, K., Maslovskiy, A., Pasechnyuk, D.: A unified analysis of variational inequality methods: variance reduction, sampling, quantization and coordinate descent. Preprint. arXiv:2201.12206 (2022)

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