Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

We propose a modified extragradient method with dynamic step size adjustment to solve variational inequalities with monotone operators acting in a Hilbert space. In addition, we consider a version of the method that finds a solution of a variational ...

This paper describes an accelerated HPE-type method based on general Bregman distances for solving convex–concave saddle-point SP problems. The algorithm is a special instance of a non-Euclidean hybrid proximal extragradient framework introduced by ...

Several iterative methods have been proposed in the literature for solving the variational inequalities in Hilbert or Banach spaces, where the underlying operator A is monotone and Lipschitz continuous. However, there are very few methods known ...