Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

Arkadi Nemirovski. Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems. SIAM Journal on Optimization, 15(1):229-251, 2004. [doi]

@article{Nemirovski04,
  title = {Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems},
  author = {Arkadi Nemirovski},
  year = {2004},
  doi = {10.1137/S1052623403425629},
  url = {http://dx.doi.org/10.1137/S1052623403425629},
  researchr = {https://researchr.org/publication/Nemirovski04},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {15},
  number = {1},
  pages = {229-251},
}