On Same-Sample and Independent-Sample Stochastic Extragradient for Monotone Variational Inequalities
We study stochastic extragradient (SEG) methods for solving monotone variational inequality problems (VIPs) over a feasible set. Although extragradient is a foundational algorithm for VIPs and its deterministic convergence theory is well developed, its stochastic counterpart remains less understood. Most existing analyses focus on independent-sample SEG (I-SEG) and assume either that the domain is compact or that the variance of the stochastic operator is uniformly bounded. The behavior of same-sample SEG (S-SEG), a natural variant with materially different properties, has received far less attention. In this work, we address these gaps in the literature. We first show that S-SEG is sensi...
| Authors | TaeHo Yoon, Nicolas Loizou |
|---|---|
| Primary category | math.OC |
| Published | 6 August 2026 |
| Last updated at source | 6 August 2026 |
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