变分不等式的自适应延迟更新循环算法 / Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
1️⃣ 一句话总结
本文提出了一种名为ADUCA的自适应循环算法,用于求解一大类单调变分不等式问题,该算法无需手动调整参数或进行复杂的线搜索,通过利用延迟一个完整循环的算子信息,实现了接近最优的计算效率,并易于并行和分布式实现。
Cyclic block coordinate methods are a fundamental class of first-order algorithms, widely used in practice for their simplicity and strong empirical performance. Yet, their theoretical behavior remains challenging to explain, and setting their step sizes -- beyond classical coordinate descent for minimization -- typically requires careful tuning or line-search machinery. In this work, we develop $\texttt{ADUCA}$ (Adaptive Delayed-Update Cyclic Algorithm), a cyclic algorithm addressing a broad class of Minty variational inequalities with monotone Lipschitz operators. $\texttt{ADUCA}$ is parameter-free: it requires no global or block-wise Lipschitz constants and uses no per-epoch line search, except at initialization. A key feature of the algorithm is using operator information delayed by a full cycle, which makes the algorithm compatible with parallel and distributed implementations, and attractive due to weakened synchronization requirements across blocks. We prove that $\texttt{ADUCA}$ attains (near) optimal global oracle complexity as a function of target error $\epsilon >0,$ scaling with $1/\epsilon$ for monotone operators, or with $\log^2(1/\epsilon)$ for operators that are strongly monotone.
变分不等式的自适应延迟更新循环算法 / Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
本文提出了一种名为ADUCA的自适应循环算法,用于求解一大类单调变分不等式问题,该算法无需手动调整参数或进行复杂的线搜索,通过利用延迟一个完整循环的算子信息,实现了接近最优的计算效率,并易于并行和分布式实现。
源自 arXiv: 2603.29128