4 papers · 1 filter
An Anderson-accelerated stochastic extragradient method for stochastic variational inequalities
Xin Qu, Wei Bian, Xiaojun Chen
In this paper, we propose an Anderson-accelerated stochastic extragradient algorithm for solving a class of stochastic variational inequalities, by incorporating Anderson accelerat…
Optimization with Parametric Variational Inequality Constraints on a Moving Set
Xiaojun Chen, Jin Zhang, Yixuan Zhang
This paper focuses on optimization problems constrained by Parametric Variational Inequalities (PVI) defined on a moving set. Unlike most existing works on mathematical programs wi…
An extra gradient Anderson-accelerated algorithm for pseudomonotone variational inequalities
Xin Qu, Wei Bian, Xiaojun Chen
This paper proposes an extra gradient Anderson-accelerated algorithm for solving pseudomonotone variational inequalities, which uses the extra gradient scheme with line search to g…
Nonsmooth convex-concave saddle point problems with cardinality penalties
Wei Bian, Xiaojun Chen
In this paper, we focus on a class of convexly constrained nonsmooth convex-concave saddle point problems with cardinality penalties. Although such nonsmooth nonconvex-nonconcave a…