Tracking solutions of time-varying variational inequalities

arXiv:2406.14059v1 Announce Type: cross
Abstract: Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems. For strongly convex optimization problems or strongly monotone games, these results provide tracking guarantees under the assumption that the variation of the time-varying problem is restrained, that is, problems with a sublinear solution path. In this work we extend existing results in two ways: In our …

abstract applications arxiv cs.gt cs.lg game games game theory important machine machine learning math.oc optimization problem results solution solutions stat.ml theory tracking type variation work