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An Adaptive Proximal Method for Variational Inequalities |
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| Authors: | Gasnikov A. V. Dvurechensky P. E. Stonyakin F. S. Titov A. A. |
| Affiliation: | 1.Moscow Institute of Physics and Technology, 141700, Dolgoprudnyi, Moscow oblast, Russia ;2.State University—Higher School of Economics, 125319, Moscow, Russia ;3.Kharkevich Institute for Information Transmission Problems, 127051, Moscow, Russia ;4.Weierstrass Institute for Applied Analysis and Stochastics, 10117, Berlin, Germany ;5.Crimea Federal University, 295007, Simferopol, Russia ; |
| Abstract: | Computational Mathematics and Mathematical Physics - A novel analog of Nemirovski’s proximal mirror method with an adaptive choice of constants in the minimized prox-mappings at each... |
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