Proximal extrapolated gradient methods for variational inequalities (by Y. Malitsky)

Thời gian: 14:00 đến 17:00 Ngày 21/11/2016

Địa điểm: C2-714

Báo cáo viên: Đặng Xuân Sơn

The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure thattakes into account a local information of the operator. Also the methods do not require Lipschitz-continuity of the operator and the linesearch procedure uses only values of the operator. Moreover, when operator is affine our linesearch becomes very simple, namely, it needs only vector-vector multiplication. For all our methods we establish the ergodic convergence rate. Although the proposed methods are very general, sometimes they may show much better performance even for optimization problems. The reason for this is that they often can use larger stepsizes without additional expensive computation.