Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey
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Abstract (arXiv)
This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods for the general stochastic formulation, and look at the finite sum setup. The last parts of the paper are devoted to various recent (not necessarily stochastic) advances in algorithms for variational inequalities.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 78 of its 130 references that are in the map. First posted on arXiv 29 Aug 2022.
Builds on
78 of 130 references.
References · 78
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38 more
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50 most cited of 78 All 78 (JSON)
Built on by
Citing papers per year: 2022: 1; 2023: 4; 2024: 1; 2025: 2; 2026: 2.
10 papers.
- 2023Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditionscited by 14
- 2023Similarity, Compression and Local Steps: Three Pillars of Efficient Communications for Distributed Variational Inequalitiescited by 7
- 2024Dissipative Gradient Descent Ascent Method: A Control Theory Inspired Algorithm for Min-max Optimizationcited by 4
- 2022Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimizationcited by 2
- 2025Variance Reduction Methods Do Not Need to Compute Full Gradients: Improved Efficiency through Shufflingcited by 2
- 2026Stochastic variance reduced extragradient methods for solving hierarchical variational inequalitiescited by 1
- 2023Unified analysis of SGD-type methodscited by 0
- 2023Omega: Optimistic EMA Gradientscited by 0
- 2025Shuffling Heuristic in Variational Inequalities: Establishing New Convergence Guaranteescited by 0
- 2026Accelerated and Stable Convergence with Anchored Generalized Optimistic Methodcited by 0
- 2026Accelerated and Stable Convergence with Anchored Generalized Optimistic Method19 Jun 2026
- 2026Stochastic variance reduced extragradient methods for solving hierarchical variational inequalities13 Feb 2026
- 2025Shuffling Heuristic in Variational Inequalities: Establishing New Convergence Guarantees4 Sep 2025
- 2025Variance Reduction Methods Do Not Need to Compute Full Gradients: Improved Efficiency through Shuffling20 Feb 2025
- 2024Dissipative Gradient Descent Ascent Method: A Control Theory Inspired Algorithm for Min-max Optimization14 Mar 2024
- 2023Omega: Optimistic EMA Gradients13 Jun 2023
- 2023Unified analysis of SGD-type methods29 Mar 2023
- 2023Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions27 Feb 2023
- 2023Similarity, Compression and Local Steps: Three Pillars of Efficient Communications for Distributed Variational Inequalities15 Feb 2023
- 2022Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimization31 Oct 2022