Min-Max and Variational Inequalities

Saddle-point problems, GAN training, and equilibrium computation.


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Min-Max and Variational Inequalities. Saddle-point problems, GAN training, and equilibrium computation.

Foundations and canonical references

The standard treatments of min-max and variational inequalities approach the subject from complementary angles. Facchinei, Finite-Dimensional Variational Inequalities and Complementarity Problems (2003) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.

Open methodological questions for min-max and variational inequalities include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.

Prerequisites

Sources

  • textbook · primary · 2003
    Finite-Dimensional Variational Inequalities and Complementarity Problems
    facchinei-2003, pang-2003

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