• Corpus ID: 240354778

Mirror-prox sliding methods for solving a class of monotone variational inequalities

  title={Mirror-prox sliding methods for solving a class of monotone variational inequalities},
  author={Guanghui Lan and Yuyuan Ouyang},
. In this paper we propose new algorithms for solving a class of structured monotone variational inequality (VI) problems over compact feasible sets. By identifying the gradient components existing in the operator of VI, we show that it is possible to skip computations of the gradients from time to time, while still maintaining the optimal iteration complexity for solving these VI problems. Specifically, for deterministic VI problems involving the sum of the gradient of a smooth convex function… 

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