Emmanouil Vasileios Vlatakis-Gkaragkounis

Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements

For min-max optimization and variational inequalities problems (VIPs), Stochastic Extragradient (SEG) and Stochastic Gradient Descent Ascent (SGDA) have emerged as preeminent algorithms. Constant step-size versions of SEG/SGDA have gained popularity due to several appealing benefits, but their conve…