Golden ratio algorithms for variational inequalities - Malitsky, Yura (Mathematical programming, 2020)
Keywords: Adaptive algorithms; Algorithms; Applied mathematics; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Control theory; Full Length Paper; Inequalities; Mapping; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical programming; Mathematics; Mathematics and Statistics; Mathematics of Computing; Methods; Numerical Analysis; Optimization; Theoretical; Fixed point problem; 65K15; 47J20; Variational inequality; Composite minimization; 90C33; 65K10; Saddle point problem; 65Y20; Linesearch; First-order methods