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math.OC2026
Target Mirror Descent: A Unifying Framework for Solving Monotone Variational Inequalities
Yu-Wen Chen, Can Kizilkale, Murat Arcak
It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified frame…
math.OC2024
Solving Monotone Variational Inequalities with Best Response Dynamics
Yu-Wen Chen, Can Kizilkale, Murat Arcak
We leverage best response dynamics to solve monotone variational inequalities on compact and convex sets. Specialization of the method to variational inequalities in game theory re…