114 citations · 664 across the 92 of their papers we have counts for
Showing 2017 · math.OCShow all
2 papers · 2 filters
math.OC2017★ 1 cited
Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
Panayotis Mertikopoulos, Mathias Staudigl
We examine a class of stochastic mirror descent dynamics in the context of monotone variational inequalities (including Nash equilibrium and saddle-point problems). The dynamics un…
math.OC2017★ 3 cited
On the convergence of mirror descent beyond stochastic convex programming
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos +2
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call…