Accelerated Primal-Dual Methods for Convex-Strongly-Concave Saddle Point Problems
We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized...
First-order methods for Stochastic Variational Inequality problems with Function Constraints
The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are accompanied by...