papersTODAY 04:00 UTC
Halpern Anchoring Boosts Last-Iterate Guarantees for Stochastic Variational Inequalities
A new arXiv paper studies a single-loop, single-call stochastic algorithm that uses Halpern anchoring to solve constrained convex-concave problems and monotone variational inequalities. The method draws one unbiased sample of the gradient operator per iteration. The authors report improved last-iterate convergence guarantees for this anytime setting.