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10/28/2021
Stochastic Mirror Descent: Convergence Analysis and Adaptive Variants via the Mirror Stochastic Polyak Stepsize
We investigate the convergence of stochastic mirror descent (SMD) in rel...
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10/08/2021
Extragradient Method: O(1/K) Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity
Extragradient method (EG) Korpelevich [1976] is one of the most popular ...
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02/19/2021
AI-SARAH: Adaptive and Implicit Stochastic Recursive Gradient Methods
We present an adaptive stochastic variance reduced method with an implic...
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02/24/2020
