Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments
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Abstract (arXiv)
The extragradient (EG), introduced by G. M. Korpelevich in 1976, is a well-known method to approximate solutions of saddle-point problems and their extensions such as variational inequalities and monotone inclusions. Over the years, numerous variants of EG have been proposed and studied in the literature. Recently, these methods have gained popularity due to new applications in machine learning and robust optimization. In this work, we survey the latest developments in the EG method and its variants for approximating solutions of nonlinear equations and inclusions, with a focus on the monotonicity and co-hypomonotonicity settings. We provide a unified convergence analysis for different classes of algorithms, with an emphasis on sublinear best-iterate and last-iterate convergence rates. We also discuss recent accelerated variants of EG based on both Halpern fixed-point iteration and Nesterov's accelerated techniques. Our approach uses simple arguments and basic mathematical tools to make the proofs as elementary as possible, while maintaining generality to cover a broad range of problems.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 58 of its 141 references that are in the map. First posted on arXiv 30 Mar 2023.
Builds on
58 of 141 references.
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Citing papers per year: 2023: 1; 2024: 2; 2025: 0; 2026: 2.
5 papers.
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusionscited by 10
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- 2024Revisiting Extragradient-Type Methods -- Part 1: Generalizations and Sublinear Convergence Ratescited by 2
- 2026Parameter-Free Non-Ergodic Extragradient Algorithms for Solving Monotone Variational Inequalitiescited by 1
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolationcited by 0
- 2026Parameter-Free Non-Ergodic Extragradient Algorithms for Solving Monotone Variational Inequalities9 Apr 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2024Revisiting Extragradient-Type Methods -- Part 1: Generalizations and Sublinear Convergence Rates25 Sep 2024
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity7 Feb 2024
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusions4 Oct 2023