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.
翻译:本文综述了求解光滑(强)单调随机变分不等式的方法。首先,我们给出随机方法最终得以发展的确定性基础。接着,我们回顾了针对一般随机形式的方法,并探讨了有限和设定。论文最后部分致力于变分不等式算法领域近期(未必是随机的)各项进展。