4 papers
Randomized Feasibility-Update Algorithms for Stochastic Variational Inequality Problems
Abhishek Chakraborty, Angelia NediÄ
This paper considers stochastic monotone variational inequalities whose feasible region is the intersection of a (possibly infinite) number of convex functional level sets. A proje…
An Accelerated Distributed Stochastic Gradient Method with Momentum
Kun Huang, Shi Pu, Angelia NediÄ
In this paper, we introduce an accelerated distributed stochastic gradient method with momentum for solving the distributed optimization problem, where a group of agents collab…
Popov Mirror-Prox for solving Variational Inequalities
Abhishek Chakraborty, Angelia NediÄ
We consider the mirror-prox algorithm for solving monotone Variational Inequality (VI) problems. As the mirror-prox algorithm is not practically implementable, except in special in…
Randomized Feasibility-Update Algorithms for Variational Inequality Problems
Abhishek Chakraborty, Angelia NediÄ
This paper considers a variational inequality (VI) problem arising from a game among multiple agents, where each agent aims to minimize its own cost function subject to its constra…