Roman Mozhaev

Exploring Jacobian Inexactness in Second-Order Methods for Variational Inequalities: Lower Bounds, Optimal Algorithms and Quasi-Newton Approximations

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise computation of derivatives, often resulting in prohibitively high i…