A. A. Agafonov

Certified Residual Quasi-Newton Methods for Distributed Variational Inequalities

Second-order methods for smooth monotone variational inequalities reach the optimal rate $O(T^{-3/2})$, but a distributed exact Jacobian costs $d$ times more communication than an operator value. We show that similarity does part of the work for free: if the server's Jacobian differs from the global one by at most $\be...