A Hybrid Algorithm for Monotone Variational Inequalities
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866913004995477504 |
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| author | Baghbadorani, Reza Rahimi Esfahani, Peyman Mohajerin Grammatico, Sergio |
| author_facet | Baghbadorani, Reza Rahimi Esfahani, Peyman Mohajerin Grammatico, Sergio |
| contents | Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio in aGRAAL, the convergence speed can be improved, which motivates us to study the switching between small and large momentum parameters to accelerate convergence. We validate the performance of our proposed algorithms on several classes of variational inequality problems studied in the machine learning and control literature, including Nash equilibrium seeking, composite minimization, Markov decision processes, and zero-sum games, and compare them to that of existing methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_03658 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A Hybrid Algorithm for Monotone Variational Inequalities Baghbadorani, Reza Rahimi Esfahani, Peyman Mohajerin Grammatico, Sergio Optimization and Control Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio in aGRAAL, the convergence speed can be improved, which motivates us to study the switching between small and large momentum parameters to accelerate convergence. We validate the performance of our proposed algorithms on several classes of variational inequality problems studied in the machine learning and control literature, including Nash equilibrium seeking, composite minimization, Markov decision processes, and zero-sum games, and compare them to that of existing methods. |
| title | A Hybrid Algorithm for Monotone Variational Inequalities |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2604.03658 |