{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/stochastic-variance-reduction-for-variational","title":"Stochastic Variance Reduction for Variational Inequality Methods","arxiv_id":"2102.08352","date":"2021-02-16","proceeding":null,"authors":["Ahmet Alacaoglu","Yura Malitsky"],"abstract":"We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and forward-reflected-backward methods both in Euclidean and Bregman setups. All proposed methods converge in the same setting as their deterministic counterparts and they either match or improve the best-known complexities for solving structured min-max problems. Our results reinforce the correspondence between variance reduction in variational inequalities and minimization. We also illustrate the improvements of our approach with numerical evaluations on matrix games.","url_abs":"https://arxiv.org/abs/2102.08352v2","url_pdf":"https://arxiv.org/pdf/2102.08352v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"stochastic-variance-reduction-for-variational","repo_url":"https://github.com/ymalitsky/vr_for_vi","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"unanswered"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2102.08352","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}