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#variational-inequalities

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papersTODAY 04:00 UTC

Halpern Anchoring Boosts Last-Iterate Guarantees for Stochastic Variational Inequalities

A new arXiv paper studies a single-loop, single-call stochastic algorithm that uses Halpern anchoring to solve constrained convex-concave problems and monotone variational inequalities. The method draws one unbiased sample of the gradient operator per iteration. The authors report improved last-iterate convergence guarantees for this anytime setting.

optimization/variational-inequalities/stochastic-algorithms/theory