no code implementations • 10 Apr 2023 • Digvijay Boob, Qi Deng, Mohammad Khalafi
This paper presents novel first-order methods for the function-constrained Variational Inequality (FCVI) problem in smooth or nonsmooth settings with possibly stochastic operators and constraints.
no code implementations • 10 Sep 2022 • Mohammad Khalafi, Digvijay Boob
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 PD (LPD) method.
