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Algorithm for solving variational inequalities with relatively strongly monotone operators

Published 2 Jun 2021 in math.OC | (2106.01442v2)

Abstract: Basing on some recently proposed methods for solving variational inequalities with non-smooth operators, we propose an analogue of the Mirror Prox method for the corresponding class of problems under the assumption of relative smoothness and relative strong monotonicity of the operator.

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