Jun-Hyun Kim

Improving the Last-Iterate Guarantees of Anytime Algorithms for Stochastic Monotone Variational Inequalities

We analyze a stochastic algorithm with Halpern-type anchoring for constrained convex-concave problems and monotone variational inequalities. This single-loop and single-call algorithm uses one unbiased sample of the gradient operator at every iteration, to be applicable to monotone games with noisy feedback. With $t$ d...