beyond_golden_ratio
Supplementary code (in Julia 1.7) for the paper:
@article{alacaoglu2022beyond,
title={Beyond the Golden Ratio for Variational Inequality Algorithms},
author={Alacaoglu, Ahmet and B{\"o}hm, Axel and Malitsky, Yura},
journal={arXiv preprint arXiv:2212.13955},
year={2022}
}
Collects popular algorithms for variational inequalities + test problems. Some of them monotone. Some of them weak Minty.
Usage
The problems/ folder contains all problem instances.
All algorithms can be found in utils/methods.jl.
To reproduce the experiments from the paper, simply run run_files/plots_for_graal_paper.jl.