Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
Cyclic block coordinate methods are a fundamental class of first-order algorithms, widely used in practice for their simplicity and strong empirical performance. Yet, their theoretical behavior remains challenging to explain, and setting their step sizes -- beyond classical coordinate descent for minimization -- typically requires careful tuning or line-search machinery. In this work, we develop $\texttt{ADUCA}$ (Adaptive Delayed-Update Cyclic Algorithm), a cyclic algorithm addressing a broad class of Minty variational inequalities with monotone Lipschitz operators. $\texttt{ADUCA}$ is parameter-free: it requires no global or block-wise Lipschitz constants and uses no per-epoch line searc...
| Authors | Yi Wei, Xufeng Cai, Jelena Diakonikolas |
|---|---|
| Primary category | math.OC |
| Published | 31 March 2026 |
| Last updated at source | 31 March 2026 |
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