Decentralized Local Stochastic Extra-Gradient for Variational Inequalities

no code implementations • 15 Jun 2021 • Aleksandr Beznosikov, Pavel Dvurechensky, Anastasia Koloskova, Valentin Samokhin, Sebastian U Stich, Alexander Gasnikov

We extend the stochastic extragradient method to this very general setting and theoretically analyze its convergence rate in the strongly-monotone, monotone, and non-monotone (when a Minty solution exists) settings.

Federated Learning

Distributed Saddle-Point Problems: Lower Bounds, Near-Optimal and Robust Algorithms

no code implementations • 25 Oct 2020 • Aleksandr Beznosikov, Valentin Samokhin, Alexander Gasnikov

This paper focuses on the distributed optimization of stochastic saddle point problems.

Distributed Optimization Federated Learning